Setting mixed mode login for MSDE 2000

Ever get this from SQL Server or MSDE: Login failed for user 'sa'. Reason: Not associated with a trusted SQL Server connection?

What it means is that the sa account is trying to login using SQL Server authentication and that the SQL Server is in "Windows authentication only"-mode.

How then to set it to mixed mode (both SQL and Windows authentication)? You would think that using the dialog window in Enterprise Manager would do it, but (at least on MSDE) it just keeps resetting itself to Windows authentication only.

What you need to do is manually change the registry. See here for details.
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