Installing a SQL Server 2008 named instance – Windows Server 2008 R2

Run the setup from your SQL Server 2008 CD

Click Installation tab and click New SQL Server Stand Alone installation or add features to an existing installation.

Accept the licensing terms.

Give a name to the SQL Server instance.

i am not going to install this particular instance in mixed mode hence i have selected the windows authentication mode. Setup wont allow you to go to next step unless if you didn't specify a administrator account. I have added the current user credential as one of the administrator account for the SQL Server.

http://support.microsoft.com/kb/955499

http://support.microsoft.com/kb/956173