The eNewsletterPro database is emailed as a script file called eNewsletterPro.sql (eNewsletterProEnterprise.sql for the Enterprise Edition).  

Launch SQL Server Management Studio Express edition from your Start--Programs--Microsoft SQL Server 2005 menu and connect to the server.

Right-mouse click on databases, then select New Database.

Enter a database name of eNewsletterPro or another appropriate name.

Click OK when finished and an empty is created.

One the left menu, select the eNewsletterPro database and expand the menu.

Now click the New Query button on the toolbar menu.

From the File menu, select Open File.  Browse and find the eNewsletterProEnterprise.SQL file (eNewsletterPro.SQL for standard version of eNewsletter Pro).

On the Toolbar, find the drop-down menu and make sure the eNewsletterPro database is selected.  This step is very important or you will run the script on the wrong database.

Now execute the sql script by clicking the Execute button on the toolbar.

The results pane at the bottom should indicate that the Query executed successfully.