Jane,

To add to Ed's reply...

I'm going to guess that Microsoft wrote SQL Server to run on NT because, at the time, NT was running on multiple hardware platforms: Intel, PowerPC, Alpha, and MIPS.

There are two editions of SQL Server that will run on the Win 9x platform: Desktop and MSDE.

The downside:
According to the license agreement, you must have a standard, enterprise, or small business server edition of SQL Server installed to install Desktop.

MSDE on the other hand is distributable as long as you own Visual Studio or Office 2000 Developer - or whatever MS calls that thing.

-Mike