mail functions are based on the service broker functionality, which is not included in the express versions of 2005/2008; you'll want to buy a developer version for under $50 dollars to be able to test your mail functions.
what is included/not included in 2005 Express:
http://msdn.microsoft.com/en-us/library/ms165636%28en-US,SQL.90%29.aspx
Lowell
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