There are 2 methods of authentication to loggin to SQL Server 2005. These are:
* Windows authentication
* SQL Server authentication (or mixed authentication).
By default, windows authentication mode is used. In order to use SQL Server
authentication you must first configure your server using the steps below.
1. Loggin to SQL server using windows authentication mode.
2. Right-click on the server node and select ‘Properties’.
3. Select ‘Security’ from the left menu under ‘Select a page’..
4. Under ‘Server Authentication’, select the ‘SQL Server and Windows
Authentication mode option’.
5. Click ‘OK’ to close the dialog.
6. Right click on the server node and choose ‘Restart’ for the changes to take
affect.
Enable SQL Server login.
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1. In the server node expand ‘Security’ and ‘Logins’.
2. Right click on the login name and select ‘Properties’.
3. Enter a password and confirm the password for the login.
4. Select ‘Status’ from the left menu under ‘Select a page’.
5. Make sure:
‘Grant’ option is selected under “Permission to connect to database engine”
‘Login’ option is ‘Enabled’.
6. Click ‘OK’ to close the dialog.
Finished 
Good Effort