SQL Server Setup is the utility you use to perform key installation tasks for SQL Server. You use SQL Server Setup to create new instances of SQL Server. When you want to manage SQL Server components, you use Add Or Remove Programs. Tasks you can perform with these utilities include the following:
Creating new instances of SQL Server
Installing additional client components
Maintaining existing components
Rebuilding the SQL Server registry
Uninstalling SQL Server
You can install multiple instances of the SQL Server 2005 database engine on a single computer. Running multiple instances of the database engine is ideal when:
You need to support multiple test and development environments ...