I do not know why, but that SQL Server 2005 Express Edition is difficult to get set up.

I decided to buy the DEVELOPER version of SQL Server 2005. After installing it, the server showed up as a default ".". I accepted that as my default server and was able to connect to the PUBS database. I never did get the Express version to work at all. What a pain in the butt!!!

The "Express" version is just plain difficult to set up and as far as I am concerned it needs to have its name changed to the "Not Express" version..