MSDE installation and Network Path not found

I downloaded MSDE installation sql2kdesksp3.exe from http://www.microsoft.com/downloads/details.aspx?FamilyId=90DCD52C-0488-4E46-AFBF-ACACE5369FA3&displaylang=en
 and installed it using command line:
Setup.exe INSTANCENAME=NETSDK  SAPWD=sa

And after that I installed Northwind Database and other sample databses using ConfigSamples.exe  that comes with .Net.
SQL Service Manager icon on the system tray shows: Not Connected - \\. If I double-click it, it shows Service Manager, I tried connecting using A\NETSDK (A is my computer name) as server, it tries to connect but gives error "Network path not found".  Though in Visual Studio.net- Server Explorer I could register  A\NETSDK SQL Server instance and it lists all the databases  but when I try to add a new stored procedure in Northwind Databse I get error saying "The Operation could not be completed".

My question is:
1) How can I start  Sql Server

Operating system: Windows XP Professional.