Hi,
I have download Microsoft's free SQL Server Express to work with my vb.net express 2008, but when I try and add new item>local database I get the following message.
An error occurred while retrieving the information from the database:
Could not load file or assembly ‘Microsoft.sqlSever.management.sdk.sfc, version=10.0.0.0, culture=netural, publickey Token=89845cc91’ or one of its dependencies. The system cannot find the file specidied. Can anyone help. I am very new at VB.Net

Just a couple of basic things to try:

Have you rebooted since installing SQL Server Express?

Is SQL Server Express running? (It isn't just a file to open like Access)

Thanks for answering. Yes I have rebooted several times. How to I start SQL express or how do I know if it is running?

SQL Server Express should have a little icon sitting in your task tray down next to the clock on your start menu. It will look like a little SQL Server icon.

If the service has started, it will have a green "play" icon superimposed on the SQL Server icon that looks a little like this: ">"

If the service not started, it will have a red "stop" icon superimposed on the SQL Server icon.

To access features of SQL Server, you can search in your "Start > Program Files" menu or just right-click the icon.

I haven't had SQL Server Express running on my machine in a while (I generally stick with the version running on *the* server where I work), so my information all relies on my memory from SQL Server Express 2005. Since you are running SQL Server Express 2008, please don't hold my feet to the fire if things are a little different.