Hi all
I have found one possible and immediate solution at the Microsoft Knowledge Base. These articles will give you in-depth information on the various topics such as changing the MSDE authentication mode From Windows integrated to mixed mode at the time of installation and even after the installation. Just browse the two URLs give below.

http://support.microsoft.com/default...b;en-us;319930

http://support.microsoft.com/default...b;en-us;322336

Hope this will help you