HELP!!vista OS. gunz pserver creation!

[logixhunter]

so. is there a way to make a gunz pserver on windows vista cuz i keep trying and when i install MSQL smse it says it cant install something when it in the last stage of installation (update).So i forget about that, open it up and try to connect to PMJ\SQLEXPRESS (pmj=name of computer////SQLXPRESS= i dont realy know..),and of course put my name and pass .....and then it says...
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Cannot connect to PMJ\SQLEXPRESS.
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ADDITIONAL INFORMATION:
An error has occurred while establishing a connection to the server. When connecting to SQL Server 2005, this failure may be caused by the fact that under the default settings SQL Server does not allow remote connections. (provider: SQL Network Interfaces, error: 26 - Error Locating Server/Instance Specified) (Microsoft SQL Server, Error: -1)

HELP!!!

[MentaL]