This question seems to be coming up more often these days: Is PowerShell a requirement for the installation of SQL Server 2008 Express Edition?
Well, it depends on the Edition of SQL Server 2008 Express you are wanting to install.
Microsoft .Net Framework 3.5 SP1 und Windows Installer 4.5 are a requirement for all editions. To download PowerShell, visit this the PowerShell 1.0 download page.