SQL Server Express Edition
SQL Server Express: Like Getting SQL Server for Free
SQL Server is a powerful database server, but it doesn't come cheap: the Standard Edition can cost around $5,000 per CPU. Developers who want to get started with a lower-cost version, or who need to deploy SQL Server to large numbers of laptops or handheld computers, can take advantage of SQL Server Express Edition.
Microsoft also provides free "Express" editions of their Visual Studio tools as well, making it easy for developer to get started. In this twelve-minute video, Jeremiah Peschka and Brent Ozar explain the basics of SQL Server Express Edition.
Differences Between The Free Versions of SQL Server 2005 and 2008
SQL Server Express Edition offers most of the capabilities of the full (Standard) editions of SQL Server, but requires most of the footprint - meaning, it doesn't run well on small laptops or handheld computers.
SQL Server Compact Edition offers a smaller subset of SQL Server capabilities, but runs on very lightweight hardware.
Download SQL Server 2005 Express Edition or Compact Editions
You can get started here: