Cant get SQL Server 2005 to work

Hello ia m trying to install SQL Server 2005 but i am unable to run it. I installed Net Framework 2.0
Then i have tried the following files:
SQLEXPR.EXE
SQLEXPR_ADV.EXE
Then i installed Service PAck 1 for that but an error occoured during the install.

Basiclly i have no idea what i am doing here. It creates a configuration tools start menu item but it seems just like configuration. In C:\Program Files\Microsoft SQL Server\MSSQL.2\MSSQL\Binn there is a file called sqlservr.exe but all it does is create a black console window and does nothing.

OS: XP Pro + SP2

How to get it to work?

Thank You

SQLEXPR.EXE is the installer for the edition SQL Express. SQLEXPR_ADV.exe is the installer for SQL Express Advanced. So if you ran both installers, you will now have two different editions on your machine. SQL Express Advanced comes with the option of installing Management Studio Express, a set of client tools available to view/edit/manage your database on your machine (or on remote machines). I'd suggest going through the Getting Started section of Books Online (the SQL documentation) for some suggested exercises.

Thanks,
Sam Lester (MSFT)

|||Thank You for Your reply.
I did not install them at the same time, i tried them both. I could not find the exe file to run the program. Is there such a thing. Ill read the getting started section also.|||

Which one did you fully install? If you installed Express, then it has no client tools (I think that's what you are searching for). If you installed Express Advanced, you have the option of installing Management Studio Express. Once this is installed, it will launch the UI-based tool that will allow you to browse through your instance.

Thanks,
Sam