use media manager. I am not sure if express has this option, but if it does, use it, it will help consolidate all of your media into one spot. Also, whenever I set up a new project, I always make a folder that goes in the same folder as the project file, and I label it FCP. I then set this as the capture scratch right off the bat, and within that FCP folder, three new folders will be made. I believe they are: render files, audio waveform cache, and capture scratch. I then make another folder in the same folder as the project file called "media" which is where I send all of my assorted materials from other programs, so they are all together, then, when you want to move the project, You just have one folder, and inside it is the project file, that FCP folder I mentioned above (which contains all of FCPs materials) and then also your media folder which will hold PSD's, audio, motion exports, AE exports, whatever else you need.
Everyone has their own little system, and this one seems to work for me, so I thought I would share it with you. Good luck and happy editing.