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With security clearance and well over a decade of experience with SQL Server, Web Monkey is the resident DBA at Norb Technologies and a real database guru.

A regular contributor to SQL Server Club, his background includes software development, hardware, a smattering of essential networking knowledge and an unhealthy interest in web security. He has an obsession with automating repetitive tasks, but has a tendency to forget where he left his last open bag of fruit and nut...
Purpose: To describe how to perform a basic installation of SQL Server 2005.
Version Information: Although this document addresses SQL Server 2005 Developer Edition, the instructions are very similar or the same for other editions of SQL Server 2005.
Important Notes: Before installing SQL Server 2005, SQL Server 2000 databases should be backed up (if they are required), and the SQL Server 2000 software should be completely un-installed through the Control Panel, UNLESS there is a technical requirement for it to exist on the same machine.

Although SQL Server 2000 and 2005 can exist side by side on the same machine, they have to be installed as separate named instances. This document does not attempt to address the details of SQL Server named instances – if in doubt, consult the DBA for the project for which the installation is being performed.
Should a user require SQL Server 2000 AFTER SQL Server 2005 has been installed, it can be installed as a separate named instance, however a check should be made to ensure that any critical applications that require SQL Server 2000 are capable of supporting named instances – not all are.

Insert the DVD into the DVD drive
The SQL Server installation screen appears
For most installations, if installing on standard 32 bit Windows XP Professional, click on the x86-based operating systems option
Click on Server components, tools, Books online and samples
Read and accept the terms and conditions of the license agreement
Then click Next.
The Installing Prerequisites screen
Click on the Install button and wait whilst the system components are configured. This may take 10-20 seconds.
Prerequisites are installed
Welcome to the Microsoft SQL Server Installation Wizard
The System Configuration Check screen
If the configuration check completes successfully (Success appears in the top panel, all ticks in the Details panel), click on Next.
Fill in the Registration Information details
Click on Next.
Select the components to install
Note that the components selected in the screen shot above are the most common components that will be needed for most developers and development DBAs. However, if another component such as Analysis Services is needed, it can be added easily afterwards by re-inserting the installation DVD and re-running the setup program.
Click on the Advanced button to open up further options.
Feature selection
IMPORTANT NOTE
As a general rule it is not necessary to change the default installation path or the Developer Edition installation, unless your organization has a standard which is different. If in doubt, check an existing PC or server at your site.

http://www.sqlserverclub.com/essentialguides/how-to-install-sql-server-quick-guide.aspx

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