Connection problem to new RH database

Here's what I do:
- Log in though Terminal Server on the database server. I log in as local administrator on this server.
- Open RoboSource Server Configurator
- Click 'Create...'
- Click 'Continue'
- Give Name, Instance, Database name
- Leave Connection string as is: server=(local)\profithelp;integrated security=SSPI;database=PH2005;persist security info=False;
- Click 'Create...'
- On the next screen I browse for some folder
- Admin user = User that I logged on with (local admin)
- Password: won't tell you...
- OK
- RH says, please wait and the dialog closes.
- Under 'Registered databases' I see the new database.
- I open RoboSource Control 3.1
- Click 'File / Open Database...
- Select 'PH2005 (local)' from the list of Existing connections (I see the value 127.0.0.1 in the field 'Server')
- Click 'Select'
- RoboSource Error:
Error - database 'PH2005' has not been configured on the server machine.

What do I do wrong?
What do I have to do to create this database?