In MS SQL Server 2000 or 2005 through Enterprise Manager complete the following steps to change the Authentication.
1. Click on your Windows "Start" button
2. Select "All Programs"
3. Select "Microsoft SQL Server", then open "Enterprise Manager"
4. Click on the plus (+) to expand "Microsoft SQL Servers"
5. Click on the plus (+) to expand "SQL Server Group"
6. Right mouse click on "(local)(Windows NT)" and select "Properties"
7. Select the "Security" Tab
8. Under "Authentication" choose "SQL Server and Windows"
9. Click "OK" and then close the "Enterprise Manager" application.