Proget default installation with local SQL Express

The default connection string is Data Source=localhost\ProGet; Initial Catalog=ProGet; Integrated Security=True;

Is there any configuration required to avoid this error ? I haven't changed anything while installing.

Information: Checking for database and creating if necessary...
Error: System.Data.SqlClient.SqlException (0x80131904): A network-related or instance-specific error occurred while establishing a connection to SQL Server. The server was not found or was not accessible. Verify that the instance name is correct and that SQL Server is configured to allow remote connections. (provider: Named Pipes Provider, error: 40 - Could not open a connection to SQL Server) ---> System.ComponentModel.Win32Exception (0x80004005): The system cannot find the file specified
at System.Data.SqlClient.SqlInternalConnection.OnError(SqlException exception, Boolean breakConnection, Action`1 wrapCloseInAction)
at System.Data.SqlClient.TdsParser.ThrowExceptionAndWarning(TdsParserStateObject stateObj, Boolean callerHasConnectionLock, Boolean asyncClose)
at System.Data.SqlClient.TdsParser.Connect(ServerInfo serverInfo, SqlInternalConnectionTds connHandler, Boolean ignoreSniOpenTimeout, Int64 timerExpire, Boolean encrypt, Boolean trustServerCert, Boolean integratedSecurity, Boolean withFailover)
at System.Data.SqlClient.SqlInternalConnectionTds.AttemptOneLogin(ServerInfo serverInfo, String newPassword, SecureString newSecurePassword, Boolean ignoreSniOpenTimeout, TimeoutTimer timeout, Boolean withFailover)
at System.Data.SqlClient.SqlInternalConnectionTds.LoginNoFailover(ServerInfo serverInfo, String newPassword, SecureString newSecurePassword, Boolean redirectedUserInstance, SqlConnectionString connectionOptions, SqlCredential credential, TimeoutTimer timeout)

Thanks,
Mohan

Product: ProGet
Version: 3.8.6

I fixed it by using a new SQL Express instance.

I get the same result with versioin 4.5.1. I try to change the connection string during the install but it still uses the default connection string and not the one I entered. I also tried to set it using the silent option. Then the installer fails without any message at all, not even to the specified log file.