Cannot connect to SQL Server 2008R2 Express

Question

I have just installed SQL Server 2008 R2 Express. I haven't set anything unusual during the installation process. Everything was default, that the instance name is SQLExpress, the connection is via SQL Server with user sa and my password. I have opened SQL Server Configuration Manager and I can see under SQL Express Service, SQL Server (SQLEXPRESS)'s state is running. Yet, it does not let me get connected :/

I am using Commodo Internet Security. I have looked at Firewall Log and it says only that Windows Operating System is blocked. I set CIS to ask for every connection and it doesn't show anything. I am not sure if it's it.

Any idea how to diagnose the problem? Thanks in advance.

EDIT:
Under the Server Name, I provide SQLEXPRESS which was the set name while installing the server.

Answer 1

As server name, you need to use

.\SQLEXPRESS    or    (local)\SQLEXPRESS

where the dot . stands for the local machine - SQLEXPRESS is the name of the instance (not the server name itself)