You need to use SQL access to databases from the CF Admin,
using NTAUTH doesn't work - I have never had it work in any edition
of CF or SQL.
The SQLExpress 2005 tends to install default as
"sharedmemory" with all other protocols turned off, meaning it
isn't listening for TCP calls on 1433. You have to install the SQL
Express Advanced version so you can use the added tools to change
the connection protocols. In addition, if you didn't install it as
the main instance, it will install a named instance, which makes it
a little bit weirder for CF to connect to.
Once they are turned on, access the DB using SQL access
authority, not NTAUTH, and use the computer name or IP address of
the computer to connect.
It took me 2 days to finally figure out all the quirks for
SQL Express 2005 with CF, but I did get it to work and it works
really well once you do.
You will also need to make sure that something like your AV
or personal firewall is not blocking port 1433 (
some McAfee versions will port block for protection)