As you may know, SQL Server 2000/2005 supports three authentication modes:
1) Windows Authentication Mode
2) SQL Authentication Mode
3) Mixed Mode Authentication (SQL/Windows)
Here're following steps to switch mode
In SQL Server Management Studio Object Explorer, right-click your server, and then click Properties.
On the Security page, under Server authentication, select the new server authentication mode, and then click OK.
Make sure, you restart the server to effect the changes.
You can restart the server from SQL Server Configuration Manager.