I want to configure SQL 2k5 Express so that all connections are
encrypted. I've found the documentation that gives the How-To steps,
but I don't see the SSL option in the Network Configuration.
Is this possible with the Express edition?
Do I need to do something special with the installation?
Use SQL Server Configuration Manager, right click on "Protocols for MSSQLSERVER" (or other instance) on the left window, chose "Properties". You will see "force encryption" option. This is for server, which will make sure channel is encrypted.
For client, you right click "SQL Native Client Configuration", you can force encryption as well. Client force encryption means that the client will verify the server and make sure the server is the correct one that it tries to connect, it's not actually about channel encryption.