I already install all components in ms sql server CD. Once i open the SQL query analyser a small window(connect to sql server) diplayed which wanted me to select a sql server to connect but i do not know how to create it. Anyone can help me to create sql server?

The combo box is empty so i type the localhost to it.
Let see the error message.
http://www.geocities.com/au81070205/sql.JPG

How to prove that my computer have already created local database?