I have MS SQL server 2005 installed on my machine. I personally don't use it. I searched google and there are some resources, but I'm not sure what you want to do. First, see if the server is running in you task manager. I believe you are looking for SQLEXPRESS.exe. That's the first step. From there, check out MSDN to get started.
http://msdn2.microsoft.com/en-us/lib...1(sql.90).aspx
It's a maze, but there's lots there.
What do you plan to do with the server?