If you don't use domains in your company, make sure you install the SQL Server with "mixed mode", as you have to connect with unsername and password through our XTAdmin later.
2. Check if you have Microsoft .NET Framework 2.0 on your computer. If not, download it also at:
3. If you install the SQL Server as a new instance, make sure you memorize the name of your instance. You'll need it later again.
4. Install "Microsoft SQL Server Native Client"
The Native Client contains the OLEDB-Provider to connect to the MS-SQL Database. This driver has to be installed on the server as well as on all clients, connecting to the database.
5. Install "SQL Management Studio Express"
Configure your settings of the SQL-Server through this SQL Management studio. If you plan to backup your database you should definetely install this tool.