First, visit this URL at Microsoft and download the following to your virtual or dedicated server:
SQL Server 2005 Express Edition SP2
SQL Server Management Studio Express
Double click the SQLEXPR.EXE file to start the setup
Click Next to proceed.
Click Install to proceed.
Install the prerequisites and then click Next to proceed.
Click Next to proceed.
Click Next to proceed (you can ignore the Minimum Hardware Requirement message)
Click Next to proceed
Choose Entire feature will be installed on local hard drive for Client Components and click Next to proceed.
Choose Mixed Mode, enter a strong password (8-16 characters mixed case is recommended), and click Next to proceed.
Leave these boxes unchecked and click Next to proceed.
Click Install to proceed.
Wait for the installation to complete and then click Next to proceed.
Click Finish to exit the SQL Installation.
Double click on SQLServer2005_SSMSEE.MSI and choose Run to install SQL Server Management Studio.
Click Next to proceed.
Click Next to proceed
Click Next to proceed.
Click Next to proceed.
Click Install to begin the installation.
Installation is complete, click Finish to exit.
Navigate to Start -> Programs -> Microsoft SQL Server 2005 -> Configuration Tools -> SQL Server Configuration Manager.
Expand SQL Server 2005 Network Configuration, Right click on TCP/IP, and choose Properties.
Click on Enabled and choose Yes to enable TCP/IP and click on the IP Addresses tab.
Scroll down to TCP Dynamic Ports and make it blank. Set the TCP Port to 2433.
Click OK for this message dialog.
Right click on My Computer and choose Manage.
Expand Services, locate SQL Server, Right click, and choose Restart.
Navigate to Start -> Programs -> Microsoft SQL Server 2005 -> SQL Server Management Studio Express.
Choose your SQL Express instance and click Connect.
You've completed installation of SQL Express and SQL Management Studio!
