Unsure of your environment, or where the MDF came from...

Firstly, backup your database from the original server, then dismount the database from the server. (This should close all network connections, and hence no 'locks')

Then ensure the previous SQL Server (MySQL or MSSQL etc) services are stopped, and only have SQL Express running.

Start up SQL Express Management Studio and log-in with dbo credentials (while not best practice, i use the venerable SA account)

Then in the databases tree, right-click and 'Attach...' , Browse for your MDF file, and click OK.

Make sure you program's connection string is now pointing to your new MS-SQLExpress instance.

If still problems, try posting your current connection string, and we can check out the parameters for you.

Goodluck.