Don't know if you got help system to work yet..
I just had a serious pc crash and had to reinstall everything, so I instead of just running the Express install from web I downloaded the iso image (the pc might go again..) Anyway, this time during the VS Express install the pc went blue screen, so I rebooted and ran install again with repair option. Express install was completed successfully, but when I started it up I found that local MSDN Express was not installed/available. So I looked at the contents of the burned cd image and found a MSDNExpress folder on root with a .msi file in it, ran it and checked the 'local first' option, now it works.
Baseline, if something wrong happens during install (without error message!) it's good to have the cd image available, and local MSDN can be re-installed afterwards and should plug in fine.