you should read the guide lines to install and then follow the steps, it would be easy for you and in this process you would also find a problem for it.
Either you want to use the Asp.net then you will see then when first of all you install the visual studio after sql server 2005 then generate the problem Sql Server will install but generate the Error when you run the Sql Server.
In this Condition Fist of all you should installed the Sql Server after that Visual Studio.