I am looking for a way to compile some libraries which come ready to be used through cmake, the problem is that I would like to use VC++ express 2012 (the first express version
Visual Studio 2012 Express Edition is not currently supported in any released version of CMake (2.8.9). However CMake developers have just today checked in code to fix the problem. The fix should be in CMake 2.8.10 whenever it's released.
If you really need it sooner you should be able to grab a nightly CMake installer, but you may need to way until the 20120919 installers are posted since I'm not sure whether this fix made it into the 20120918 installers.
(To test it out today, I checked out the source code from their git repository, switched to branch "next", configured with an old CMake, built myself a fresh CMake, and confirmed that it works fine VS 2012 Express.)