The download you wanted is SQLEXPRWT (with tools). You can either just install that one, which includes the management studio, or search and search until you find the separate management studio only download file.

Cannot find the separate mgt studio dowload. It keeps giving me the 2008 version.
Thanks I will try this one.

That download is for 2008 version. I already installed sql 2012 express. Is there not a separate 2012 express mgt studio download???

Google it.

I would have thought so, but I have never searched for a 2012 version. Just reinstall using the SQL Express with Tools installation package. As I recall, it will give you the option to modify the existing installation; just add the basic tools.

www.microsoft.com/.../details.aspx
Click Download
Then check ENU\x64\SQLManagementStudio_x64_ENU.exe or ENU\x86\SQLManagementStudio_x86_ENU.exe
Click Next

Installed 2012 SQL Express with Management Basic Tools

When I launch Management Studio - (run as administrator) - nothing happens?

You installed it wrong, or picked the wrong version.