SQL Server 2005 Service Pack 2 (SP2) will upgrade all editions of SQL Server 2005 to SP2 except Express Edition. You must use Microsoft SQL Server 2005 Express Edition (SQL Server Express) SP2 to upgrade instances of SQL Server Express to SP2. SQL Server Express SP2 can also be used to install a new instance of SQL Server Express.

Readme Files for SQL Server 2005 SP2 and SQL Server 2005 SP2 Express Editions and Tools