Cited from http://blogs.msdn.com:
User Instances (also called RANU) provided with SQL Server Express Edition, aren't Suggested for hosting conditions.
I've got a server running Server 2008 R2 Web Edition with IIS 7.5 and Sql Server 2008 R2 Express installed.
I've only 3 buddies as my hosting clients. Each one has a small Local User Account about the server.
What's the disadvantage to using user instance in production atmosphere?
Instead of thinking about the limitation in memory usage and database size which i know, let's think about the user instance only, why is not it suggested?
I believe the response to your question has the meaning of the RANU
as well as browse the http://msdn.microsoft.com/en-us/library/bb264564(SQL.90).aspx
The RANU begins a seperate instance Procedure for SQL Express for each user, so inside a share enviroment with let say 30 sites that requires use of SQL, then SQL run 30 instances simultaneously, that's takes while you understand lots of recource/memory etc. Also as say within the article the very first time SQL Express run for each user is make copies of system database to produce this user instance.
In one user machine to operate one process is common, but when SQL Express begins to operate most all cases then you definitely take lots of resource, memory, and this isn't simple to administrate, update etc.
Within the article about the link you will find more detail informations relating to this.