If you have installed SQL Server 2005, it is likely you have installed the samples as well. In my case, I installed what I thought to be everything, realizing that the samples did not install. When I went in through the normal set up to install them, I was not able to.

Thankfully, I found a workaround that prevented me from having to uninstall and reinstall…

1. Go to Start –> Control Panel –> Add/Remove Programs
2. Click “Change” for SQL Server 2005
3. Entering the setup from this approach, you will have the option to add/change components.
4. Follow the wizard, and when given the option to add components, choose the “Workstation Components” checkbox.
5. Change the installed components as you would with any other Microsoft application.
6. Complete the wizard.

To actually install the samples, you will need to:

1. Navigate to n:Program FilesMicrosoftSQL Server90ToolsSamples and double-click SqlServerSamples.msi to launch the installer.
2. Navigate to the the installed location (default is n:Program FilesMicrosoftSQL Server90Samples) and have at it!

Note: These steps do not apply to recreating a sample database that has been deleted. For that, you will correct that using installation scripts, which can be found easily in BOL.