R – SQL Reporting Services Express: datasource to external server

Check out the SQL Server 2005 Express overview page: there are several versions of SQL Server Express - the basic version doesn't include Reporting Services - you need the SQL Server Express With Advanced Tools version to get Reporting Services.

Here's the download page for SQL Server 2005 Express - if you want Reporting Services, you need to get the "SQL Server 2005 Express Edition with Advanced Services SP3".

Update: this is the SQL Server 2008 Express overview page, from which you can also download the various SQL Server 2008 R2 Express versions. You will need the SQL Server 2008 R2 Express with Advanced Services which includes SSRS 2008.

SSRS is only available in the SQL Server 2008 Express with Advanced Services Download, not the standard one