In some instances the SQL Express installation can fail with the screen message "Microsoft SQL Server Native Client cannot be found" similar to as follows:

 

 

 

This is usually the result of a prior installation of a software product using MS-SQL which was incompletely uninstalled.  The resolution to this is as follows (from Microsoft website) :

 

2.7.2 Existing SQL Native Client Installation May Cause Setup to Fail

Setup might fail and roll back with the following error message: "An installation package for the product Microsoft SQL Native Client cannot be found. Try the installation again using a valid copy of the installation package 'sqlncli.msi'." To work around this problem, uninstall SQL Native Client by using Add or Remove Programs. On a cluster, uninstall SQL Native Client from all nodes. Then, run SQL Server Setup again.

From : http://support.microsoft.com/kb/910228 and search for 2.7.2.