Problem with SQL Server

Hello

Please forgive me if I put this topic on wrong forum.

Could you help me? I have little problem with this DVD(Football247), I under stand everything, but when I go to ADO.NET and I do what is write or he say I have problem, because when I open Visual Studio 2005 I see my computer name (in server explorer) but I don’t see there SQL servers, I see only on the top (not in my computer name) Connection. I can't do exercises because I can't use SQL servers. Please tell what I do wrong. I write hire because on Polish forum not body help me. Maybe is little tutorial?

Thanks! For Help

P.S

Really sorry about my English!