I downloaded from
http://www.microsoft.com/express/Database/InstallOptions.aspx
which is the only Express version that contains Full-Text Search.
Second, find the right sample database file. In my case, I have Windows 7 and SQL Server 2008 R2 Express (installed via Web platform installer3.0), and SQL server 2008 R2 Express with Advance Services (installed from the download .exe file). I downloaded "AdventureWorks2008R2_SR1.exe" sample database from http://msftdbprodsamples.codeplex.com/releases/view/55926
Notes**I had the SQL server 2008 Express installed on my computer. The first time of installing of SQL 2k8 R2 Express with Advance Services was "successfully completed" but not right because the Full-text services option (required) was missing. I uninstalled all my SQL server 2008 components through the control panel. And then tried to install only "SQL 2k8 R2 Express with Advance Services" edition but the installation aborted. I was guessing I removed too more components than needed. so I decided to install the SQL Server 2008 Express through the web platform installer to avoid any missing dependency.
The installation of SQL 2k8 R2 Express with Advance Services finally proceed and completed. I was able to find the options of Full-text Search service and started it. I was able to find the FileStream option and enabled it. Everything looks good.
Here came the installation of the most wanted part-sample databases. A self-extracting file and the process went smooth and have no problem at all. below are the screen shots:
