The first, is the lack of a default SQL instance. Installing SQL Server 2000 or 2005 from scratch will solve that issue. Don't even think of installing SQL Express for CRM 3.0. Which brings me to the second common problem when installing CRM 3.0.
Reporting Services are installed already and the express SBS install fails. You will need to go down the advanced route and specify your Reporting Server url in the installation process. Don't specify the Report Manager url. But the root URl of the site hosting the SQL reporting services. http://servername or http://servername:
One last thing to remember. When installing CRM onto an existing Reporting Server you will need to copy the CRM css files fromt he install DVD\wwwroot\Microsoft CEMReports\rsstyles to C:\Program Files\Microsoft SQL Server\MSSQL\Reporting Services\ReportServer\styles
there should be four files to copy: msrcm.css, mscrmx.css, mscrmp.css & mscrmxp.css. Otherwise your reports will look horrendous.