Do you mean you are trying to install SQL Server 2008 R2 Express from:
http://www.microsoft.com/downloads/details.aspx?FamilyID=c772467d-e45b-43e1-9208-2c7b663d7ad1&displaylang=enMake sure you have the pre-requisites installed properly to get it installed without any issues.
And use Windows Installer Cleanup utility to uninstall incomplete installations..