You may receive the following error when trying to install SQL Server 2005 on an SBS 2008 server: 

SQL Server Setup failed to modify security permissions on the registry key HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Microsoft SQL Server\MSSQL.#\MSSQLServer\SuperSocketNetLib for user <username>.

You will also notice entries in the SQL setup log (C:\Program Files (x86)\Microsoft SQL Server\90\Setup Bootstrap\LOG\Files\SQLSetup000#_ServerName_SQL.txt). Once you get this error you must click Abort to cancel and rollback the SQL installation. Once SQL install finishes the rollback you must make the following registry change.