Install SQL Server 2005 on Vista

http://msmvps.com/blogs/martinpoon/archive/2006/12/08/installation-of-sql-server-2005-in-windows-vista-warning-message-on-iis-feature-requirement-during-system-configuration-check.aspx

On Windows 7
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Make sure that you install it before Visual Studio, and also make sure you enable these Windows features first:

Common HTTP Features

Static Content
Default Document
HTTP Redirection
Directory Browsing

Application Development

ASP.Net
ISAPI Extension
ISAPI Filters

Security

Windows Authentication

IIS6

IIS 6 WMI
IIS Metabase

Then install SP2 at least, but preferably SP3

Source:
http://stackoverflow.com/questions/1006773/sql-server-2005-enterprise-on-windows-7