I installed SQL Server 2008 Express with Advanced Services, but when I try to create a new database, the option Full-Text indexing is greyed out, I believe the full-text indexin
The page here gives information on how to confirm that you've installed full-text with the SQL Server install as well as steps to install it after the fact.
This page has a decent walk-through of setting it all up.
Also, make sure that the service is running.
Hopefully one of them will point you in the right direction.