Recently I kept getting this error when trying to install SQL Server 2005 Express Edition:

An installation package for the product Microsoft SQL Server Native Client cannot be found. Try the installation again using a valid copy of the installation package 'sqlncli.msi'

After re-downloading the installation package and running the setup several times, I found this page. There I found a solution: go to Control Panel->Add or Remove Programs, and UNINSTALL the Microsoft SQL Server Native Client. Run the installation again, and this time it should work correctly.