>> Now my question is how do I switch from one to the other? <<
If you are referring to switching from Windows Authentication and SQL Authentication, you have that option when connecting using Query Analyzer. It asks you whether you want to connect using Windows Authenticaiton or SQL Authentication.
If you are asking how to switch the SQL Server from Windows Authentication to SQL Authentication, simply right-click on the SQL Server instance in Enterprise Manager and go to Properties. There's a tab there where you can change this.
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