How to add a new database under app_data with SQL Server Enterprise Edition;

I'm a absolute newbie in MVC, and now I am standing the beginning of it.

I checked out the tutorial podcast, in which i got i can add a new item of SQL Server database underapp_data. But once I click that, a msg popup to show that in my desktop, no SQL Server 2005 or 2008 Express was installed.

But in fact, I have a SQL Server 2005 Enterprise installed already. Why this happened? And how to add a SQL Server database if I got a enterprise version?

     Is there any another way to solve this problem other than the Install  SQL Server 2005 or 2008 Express .