Installing the Latest Service Pack
Now that you've created the server, you need to install the latest service pack. MSDE is really a version of SQL Server, so you need to install the latest SQL Server service pack.
Be sure you use a service pack that is appropriate for your version of MSDE. If you installed MSDE 7 to run with Visual Basic 6, be sure you install a SQL Server 7 service pack. If you followed the instructions in the previous section and installed MSDE 2000 from the Visual Studio .NET CD-ROM, install the latest SQL Server 2000 service pack.
The service pack is divided into three separately downloadable parts: database components, Analysis Services components, and MSDE. You only need the MSDE part, so don't bother to download the others. At 26.3MB, the MSDE component will keep your modem busy enough all by itself.
Right-click the SQL2KDeskSP2.exe link, and use the Save Target As command to save it to your hard disk. After the download finishes, double-click the file SQL2KDeskSP2.exe to uncompress the service pack.
You should double-click the file sp2readme.htm, and read the instructions, but here's what worked for me. Open a command prompt window, and navigate into the uncompressed service pack's directory. Then execute the following command, replacing the server name NetSDK with the server name you specified when creating the server.
Setup.exe /p SQLRUN INSTANCENAME=NetSDK
Reboot, and you're almost ready to use the server.