The BanManPro database is emailed as a script file called BanManProX.sql.  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 BanManPro or another appropriate name.

Click OK when finished and an empty is created.

One the left menu, select the BanManPro 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 BanManPro6.SQL file

On the Toolbar, find the drop-down menu and make sure the BanManPro 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.