How to install SQL Server 2005 Developer Edition after VS2008
If you have already installed VS2008, and then try and install SQL Server 2005 Dev, you will probably get an error message about changing versions. If you proceed with the installation, the core database components will still be installed, but you won't get the client tools. This is because VS2008 installs an instance of SQL Server Express called .\SQLEXPRESS (even if you tell it not to it would seem), as well as some form of the client tool components (but not what you need for managing multiple servers). Here is a link to a great blog post that explains how to extricate yourself from this situation:
http://tiredblogger.wordpress.com/2007/05/11/installing-sql-server-2005-tools-after-visual-studio-orcas/
On Windows XP, I was able to get SQL Server 2005 Dev installed by following the instructions in the post to remove the pointless SQLEXPRESS instance, and then the client workstation components. This gets your machine back to the point where the Developer edition installer can run successfully.