See How to: Change Server Authentication Mode in BOL 2005 or online at http://msdn2.microsoft.com/en-us/library/ms188670.aspx

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>I installed SQL Server 2005 Express, but in the setup process I don't get step for create the login and password.
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>Now I'm using SQL Server Express 2005 by Windows Authentication.
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>How can I change to SQL Server Authentication and create a login and password ?