Honestly, I don't understand why people fail to get it running, okay, installing MS SQL server is quite confusing with all it's role stuff etc, but it's pretty straight forward.
Then just install the service using InstallUtil, use SQL Management Studio (or w/e) to create the database, edit the config file to the settings you entered during installation of SQL Server & you're done.

Oh, for people who have problems with creating user, use Google?
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Start service via NET START or cmd > services.msc > Thor Server > Start.
Joeh this server is the best one I have seen, it's amazing.
- Nillus