How did you install SQL Server 2005 ?
do you have license ?
hehe j/k I assume its the express version
you can learn SQL alone (lot of links above from members) also use MySQL instead of SQL server theres no harm
but if you wanna go through a SQL Server route foll links would be useful

you can probably start here *msdn2.microsoft.com/hi-in/beginner/default(en-us).aspx
and go to other places also
*www.functionx.com/sqlserver/
*msdn2.microsoft.com/en-us/library/ms169620.aspx
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