you may need to change authentication method without installing SQL management studio for express editions
please follow these steps.
1.Stop SQL Server Service.
2.find HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Microsoft SQL Server\MSSQL.1\MSSQLServer 
3.you can switch authentication method by changing "DWord value "LoginMode" and change the hex value to "2" from 1.
4.This will change the authentication mode to Mixed Mode from Windows.
5. Start SQL Server Service and login using SA or with a SQL login .
6.Sa account is disabled by default,so you need to enable and give password.
7. Enable SA account by logging in with WIndows Authentication --
from command prompy,
osql -E
ALTER LOGIN sa ENABLE ;
GO
ALTER LOGIN sa WITH PASSWORD = '
GO
{for more info go to http://msdn.microsoft.com/en-us/library/ms188670.aspx}
== Login to SQL Server 2005 using "SA" account with the new password.
