Here is what I learned in a nutshell:
- By default, SQL Server Express 2005 does not allow TCP/IP connections. You have to turn that on in the Connection Manager. The how-to is listed in the article that I mention above.
- By default the SQLBrowser service is turned off. You have to go into Administrative Tools / Services and turn it on. I set it to manual, and then clicked "Start", however you may wish for it to always be running.
- Since the computer that I have SQL Server Express 2005 running on is inside a firewalled local network that is not connected to the outside world, I don't have Windows firewall running on the database machine. However, if you do have SQL Server Express 2005 running on a machine with Windows firewall, or any other firewall running on it, you may need to try fiddling with the firewall settings to allow connections to the machine.