Here is a video tutorial on setting up SQL Server 2005 Express and Full-Text Indexing. It breaks down the steps for installation of SQL Server Express with Advanced Services. This is a great video that shows alot more than just setting up full-text indexing. It also shows some basic queries.

Key points of interest during installation is when you get to the Registration Information screen, uncheck "Hide advanced configuration options" before clicking Next. Then in the next screen, expand Database Services and select the option to add "entire feature will be installed on local hard drive" for Full-Text Search. After a few more steps, you must uncheck User Instances Enabled. For those who already have Full-Text Search installed, but did not uncheck that option, you can use the following SQL:

sp_configure 'user instances enabled', '0'

If you are using SQL Server Express Management Studio Express, you can go into the database properties and under files, make sure enable full-text indexing is checked. Or, run the following SQL:

sp_fulltext_database 'enable'

Now for creating the catalog and index. The example below is for our search engine module:

Create fulltext catalog VenexusSearchCatalog

Create Unique Index PKVenexusSearchEngine On Venexus_BrainDump(IndexID)

Create fulltext index On Venexus_BrainDump (IndexURL, IndexTitle, IndexWashedContent)
Key Index PKVenexusSearchEngine On VenexusSearchCatalog
With Change_Tracking Auto