I just went thru an install of Visual Studio 2010 Express and made many mistakes. From the readme.htm "Visual C++ 2010 SP1 Compiler Update for the Windows SDK 7.1 Readme"--which showed after the install--advice on how to do it!
2.1.3. Recommended Installation Order
To ensure that your system has a supported configuration, uninstall the following products and then reinstall them in the order listed:
Visual Studio 2010
Windows SDK 7.1
Visual Studio 2010 SP1
Visual C++ 2010 SP1 Compiler Update for the Windows SDK 7.1
hth,
farrier