SQL Server agent option in SQL Server Express I am using SQL Server 2008 Express. I don't have SQL Server Agent option in it. How can I enable it?

I have searched on internet, but couldn't find anything. Do I need to install anything?
You can't, as found under the 'Management Tools' section here: http://msdn.microsoft.com/en-us/library/cc645993%28v=sql.100%29.aspx

If this is just for your development environment, you can pick up a copy of Developer Edition for about $50 US.  When you release, you will need a copy of Standard Edition or higher to be able to use the job agent.