Fully Patched
Ensure that SQL Server operating system has the latest Service Packs and is fully patched beforehand.
Authentication
Make sure SQL server is set to Mixed Mode Authentication and not Windows Authentication.
Running SQL Server on a Separate System
If your SQL Server is on a separate system:
Network Service
logons.Using Microsoft SQL 2005 64 Bit
As documented in the System Requirements, you can install the Kaseya Server on various 64 Bit versions of Windows and SQL. Running MS Windows 64-bit (XP, 7, Server), SQL Server 2005 64-bit (and the Kaseya Server) all on a single Windows machine is not recommend due to a Microsoft issue related to MS Reporting Services. The issue is described in the Microsoft article How to: Install 32-bit Reporting Services on a 64-bit Computer.
There is no issue if you are running SQL Server 2005 64-bit on a separate machine from the Kaseya Server.