It is highly recommended that you use SQL Authentication when consolidating events and other information to a SQL Server database.
Microsoft SQL Server 2000: Open Enterprise Manager and locate the server name / instance name under the SQL Server Group container. Right-click the server/instance name and select Properties. Then, click the Security tab and make sure that SQL Server and Windows is selected under Authentication.
Microsoft SQL Server 2005 (also applies to SQL Server 2005 Express): Open the Microsoft SQL Server Management Studio (Express) and locate the server name / instance name in the left pane. Right-click the server/instance name and select Properties. Then, click Security in the left pane and make sure that SQL Server and Windows Authentication mode is selected under Server Authentication.
Important Notes for SQL Server 2005 Express and MSDE:
If the option to select SQL Authentication is grayed out, then you will need to follow the instructions from the Microsoft KB Article 322336 below in order to change the authentication mode.