SQL Express vs. SQL 2005 need additional features but native client install of 2005 isn't helping

SQL Express vs. SQL 2005. I had SQL Express installed on my workstation and SQL 2005 on a server. I also have a free version of Visual Studio. On the server the SQL management studio includes ways to connect to Reporting Services and Analysis Services etc. but on Express it does not, you can only connect to the database engine. Also on the server the Business Intelligence (Visual Studio) it installed includes projects like Report Model and Integration Services etc. which are not included on my free version of Visual Studio. When I try to install the Native Client for 2005 it does not let me and says I have a higher version. I uninstall SQL Express and install the Native Client and still don't get even a management studio showing up or any additional features in Visual Studio. It seems ridiculous that you can only do this work from the SQL server itself, there must be a way to get these tools intalled on a workstation. Thanks