A lot of code bases are hard-coded to point to .\sqlexpress which is the default named instance for SQL Server Express. To add a .\sqlexpress alias to an unnamed SQL Server instance (developer edition in my case) follow these simple mind-blowing steps:
Open Sql Server Configuration Manager
You may not be able to find this from the Start screen. See here for more details but I can just open the Run dialog (win-R) and enter sqlservermanager11.msc (for SQL Server 2012) or sqlservermanager10.msc (if you have 2010).
Open SQL Server Network Configuration
Open Protocols for MSSQLSERVER
Save. There will be a message to restart the server, we’ll do that soon.
Go to SQL Native Client 11.0 Configuration (32bit)
Go to Aliases
Add an alias, with Alias Name of .\sqlexpress and Server of .
Repeat 7 & 8 for SQL Native Client 11.0 Configuration
Go to SQL Server Services, right click SQL Server (MSSQLSERVER) and select Restart