[HELP] All about SQL servers

[Wiredex]

Hello people , im having alot of problem making gunZ.
I was told to download
Microsoft SQL server 2005 express
and
Microsoft SQL server Management studio express .
Isit right ?

When i tried to install Microsoft SQL server 2005 express , I got alot of problems .
Let me show you .
1st Problem

2nd Problem

3rd Problem

4th Problem

5th Problem

Worse Problem


So i quitted

Den i tried installing Microsoft SQL server management studio express and it worked .
But i do not know how to connect it .
Here is the screenshot


Is Microsoft SQL server 2005 compulsary in order for SMSE to work ?

I did tried to search but this is what they give me
So dont flame me and try to help me pls =]
This is what i got from trying to use the SEARCH

[MentaL]

[Wiredex]

Sorry to tell you what is my problem .
I hope you understand the Screenshot .Problem 1 = I dunno what to write at NAME and COMPANY
Problem 2 = I dunno what to install .
Problem 3 = I dunno if i should choose the Window authentication mode or the mixed mode .
Problem 4 = I dunno which boxes to TICK'
Problem 5 = I dunno which boxes to TICK
Problem 6 / Worse problem = I dunno what happened O.o ?
Problem 7 / SMSE problem = I dunno what to type in server name , Database engine or whatever ? Windows authentication mode or whatever ?
Problem 8 / Ragezone search problem = I tried to search but thats the problem i got .

So many problems ! help me anyone ?