There are following steps to follow to install sql server 2005
1. Put the SQL Server 2005 CD in the CD-Rom drive
2. Choose your operating system type on the installation start screen.
3. Read the "Terms and Conditions" and then put a check mark in the box to accept them
4. Watch for the "Installation Wizard" screen to appear
5. Fill out your registration information in the next window
6. Inspect the "Components to Install" screen.
7. Select the radio button for "Default Instance" on the next window.
8. Click the radio button for "Mixed Mod (Windows Authentication and SQL Server Authentication).
9. View the "Collation Settings" window and click the radio button next to "Collation designation and sort order
10. Look over the "Error and Usage Report Settings" and decided if you want to active either of them
11. Wait as the program installs.
Look into below link where explained with screens-
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