Even though Visual Studio Express is a free product, you can still create professional projects with it. But it does have few limitations. One of the features missing is Source Control System. Even if you are coding only by yourself, it really comes handy to have an ability to return to previous versions of your project in case you mess something up. You could also use it as a version control to track history of your project.
But luckily you can still use Source Control even if it is not integrated in VS Express.