Getting started quickly with creating Scorecards and Dashboards with Microsoft Office Business Scorecard Manager 2005 is possible in leveraging both SQL Server 2000 or SQL Server 2005 - there is one exception though: If you want to use the BSM Alerts you need SQL Server 2000 Notification Services. BSM Alerts currently don’t work with SQL Server 2005.

step-by-step installation instructions for BSM with SQL 2005 are available here:
http://office.microsoft.com/en-us/assistance/HA101056881033.aspx

Installation instructions for BSM with SQL 2000 are available here:
http://www.microsoft.com/downloads/details.aspx?FamilyId=D2F8C636-602D-4744-BA7D-D3821F8920D5&displaylang=en  (download the Admin Guide for details)