First, We will need to make sure your Windows Server 2008 is a clean install.
If you already have Microsoft SQL server express then you need to uninstalled it first.

Preparing Anything:

1. ISO Microsoft SQL Server 2005 full release (en_sql_2005_std_x86_dvd.iso)
2. Microsoft Service Pack (we can download it from :  http://www.microsoft.com/downloads/details.aspx?FamilyId=FB0EE17E-96EB-4...)
3. Microsoft SQL Server 2005 SP2 (you can download it from microsoft website )

Below is steps for first configuring Orion after installation. If Orion not installed yet, you can follow this related article for installation, Installing SolarWinds Orion.

Orion configuration wizard :

Here is a simple tutorial How to Create a User and Database in Mssql 2005 Windows Server.

First you need to login into MSSQL server with administrator access.

[code]Click Start >> All Programs >> Microsoft Sql Server 2005 >> SQL Server Management Studio[/code]

You will see the authentication screen below