That is the only downside to using PCB Express, I like using them for my short run board prototypes (and some production runs), too bad there wasn't a place for all PCB Express users to share custom user libraries similar to Eagle user libraries....Seems a lot of the work is drawing things like displays and PIC chips at the moment in PCB Express.
I use Eagle CAD most of the time though since I can generate NC files for my PCB CNC Mill.