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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... 
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12. Select the Default instance:
Select the Default instance
IMPORTANT NOTE
If the Default instance radio button is disabled, this probably means that there is another, default instance of SQL Server 2000 or SQL Server 2005 already installed on this machine. In this case, consult the DBA for the project as it may not be necessary or desirable to re-install the database components.\
Click on Next.
Select the radio button Use the built-in System account
The first step will change the Windows account under which the SQL Server service executes to the Local System account. In a production environment or certain development environments, it may be desirable to change this to a domain user account, but this is not usually necessary for local developer installations. Note that the service account settings can be changed through the Services applet in the Control Panel at any point after installation, however SQL Server will require re-starting in order for these changes to take effect.  

Click on Next.
Change Authentication Mode to Mixed Mode and set a password for the sa logon
Click on Next.
Keep the default collation settings, unless you have a reason to change them
Click on Next.
Error Reporting and Usage options
Click on Next.
The SQL Server pre-installation screen
Click on Install.
SQL Server setup progress
This step usually takes 10-30 minutes, but requires no user intervention - so now's a good time to take a break and make some coffee.
SQL Server setup has finished
Click on Next.
Completing Microsoft SQL Server 2005 Setup
If you only want the database server to be accessible from the machine on which it is installed, click on Finish. SQL Server 2005 installation is now complete. However, if you wish the database server to be accessible from other machines, click on the Surface Area Configuration tool link.
The Help Protect Your SQL Server screen will appear
Click on the Surface Area Configuration for Services and Connections link.
SQL Server 2005 Surface Area Configuration
Click on the Remote Connections node in the left hand tree pane, then click on ocal and remote connections. By default, TCP/IP only is selected and is usually sufficient in most development environments, but if you suspect that you may need SQL Server 2005 to host legacy applications which require support for the named pipes SQL Server communication protocol, click on Using TCP/IP and Named Pipes. If in doubt, consult the DBA for the project. In addition, if you wish this installation of SQL Server to automatically announce itself on the network to automatic database server directory queries, click on the SQL Server Browser Service, set the Startup type to Automatic, click on Apply, then click on the Start button.
Click on OK, and then close the Help Protect Your SQL Server screen.
Finally, click on the Finish button on the Completing Microsoft SQL Server 2005 Setup screen.
Well done - SQL Server 2005 setup is now complete.

 http://www.sqlserverclub.com/essentialguides/how-to-install-sql-server-quick-guide-part-2.aspx

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