- MS SQL Server Express

But that's only to store the data. You'll have to design the datastructure yourself and build the application yourself.

You might prefer some readymade CRM software, either on your own network (http://www.insidecrm.com/features/top-open-source-solutions-121307/ gives 10 open source solutions to give you an idea, and of course there are many paid ones) or a web-based service like salesforce.com.