Explaining the whole security architecture here would be a little too much but basically, you need to make sure the server is configured in mixed mode. (Right click on server>Properties>Security Tab in Enterprise Manager). The you have the sa user which has no password by default. If you want to set a password for it or if you want to create another user expand you server tree, go to security > Logins and create a user there, give your forum database as a default database. Also, read the online help file that comes with MSSQL, it helps alot.