MSDE is short for Microsoft Database Engine. It uses the same engine with SQL Server 2000 with some limitations. It comes with the minimal but hard-to-use osql command and no GUI.
The installation step is somewhat complicated. To install MSDE, the installer will not let you install the database engine unless you supply the sa password so you can't just double click on Setup file and wait for the rest. But you must run the installer from command prompt instead. And the problem begins
Normally, at least in linux, a space works as a separator for arguments, It doesn't work with MSDE installer. So this following command doesn't work.
C:\MSDERelA>setup /sapwd passwordhere
It took me about 10 minutes to figure out how I did it many years ago. And I tried with this.
C:\MSDERelA>setup sapwd=passwordhere
Then everything was clear to my mind. I feel happy Microsoft provides us with SQL Server Express with easier to use tools and installer since 2005.
PS. To enter the instance name at the setup time, use "instancename" parameter.
C:\MSDERelA>setup sapwd=passwordhere INSTANCENAME="NetSDK"
(รูปจาก 
