Once you have downloaded SQL Server 2005 Express Edition, you should follow this tutorial to install it on your system:

1. Double click SQLEXPR.EXE. The setup window shows up.

2. Click Next to let the setup program to unpack all files from the downloaded file.

3. When unpack is down, the setup program will check all required programs on your system.

4. Then the setup program will start the installation process.

5. On the Authentication Mode window, click the radio button for Mixed Mode (Windows Authentication and SQL Server Authentication). And enter "GlbalGuideLine" in the "Specify the sa logon password below:" fields.

6. Continue to finish the installation process.

7. When installation is done, you will see a new program menu entry as: Start > Programs > Microsoft SQL Server 2005 > Configuration Tools.