So you installed WSS or MOSS and let it install SQL Server Embedded by default. Then you upgraded to SQL Standard, Enterprise or maybe you ran the uninstall for SharePoint and realized that the SQL Express database wasn't removed.
Here's how to remove it from the Run command:
(on 32-bit platforms) msiexec /x {CEB5780F-1A70-44A9-850F-DE6C4F6AA8FB} callerid=ocsetup.exe(on 64-bit platforms) msiexec /x {BDD79957-5801-4A2D-B09E-852E7FA64D01} callerid=ocsetup.exe