I am a student who downloaded the VS2005 Professional from the MSDN Academic Alliance website. I believe this has a SQL Server Express inbuilt.
The setup went off fine, but now I am stuck because I do not see any admin tools (to create databases), or anything like a query analyzer. How do I go forward
Also, I tried to see, if i could add features (assuming these admin tools werent installed the first time around). But the setup does not show SQL Server as one of the components now.

Visual studio professional+inbuilt SQL Server Express
davco
http://www.microsoft.com/downloads/details.aspx familyid=82AFBD59-57A4-455E-A2D6-1D4C98D40F6E&displaylang=en
Alternatively, you can use the command line tool:
http://www.microsoft.com/downloads/details.aspx familyid=d09c1d60-a13c-4479-9b91-9e8b9d835cdc&displaylang=en