The first time that SQLExp 2008 get installed, client connection (from either VS2010 or SQLServer Management Studio) always failed.
Possible Reason
1. "Allow Remote connection" not get ticked when SQLServer startsup.
Solution: in "Management Studio"=>Engine properties=>"Connections"=>"Allow Remote Connection to this server"
PS: by default, it's get ticked on.
2. "TCP/IP" not enabled for the "SQL Server".
Solution: By default, only "Shared Memory" is enabled. Go to "Configuration Manager" => "Network Configuration" => "Protocals for [InstanceName]" => Enable TCP/IP.
3. "Firewall". Firewall is open and the service gets blocked.
Solution: Fully open firewall or add Service into "unblock" list.
PS: SQLEXPR_x86_ENU (SQL Engine) vs SQLEXPRWT_x86_ENU (with management tools)
PS: How to see all the active ports? netstat -ano
PS: Different instances are listened on the same port which is hosted by "sqlservr.exe" Process, the port by default is 1433.
Reference:
2. http://www.javaeye.com/wiki/topic/365162 如何查看本机某个端口被哪个进程 ...