Microsoft Baseline Security Analyzer (MBSA)

Microsoft Baseline Security Analyzer (MBSA) is an easy-to-use tool that helps small and medium businesses determine their security state in accordance with Microsoft security recommendations and offers specific remediation guidance. Improve your security management process by using MBSA to detect common security misconfigurations and missing security updates on your computer systems. Built on the Windows Update Agent and Microsoft Update infrastructure, MBSA ensures consistency with other Microsoft management products including Microsoft Update (MU), Windows Server Update Services (WSUS), Systems Management Server (SMS), System Center Configuration Manager (SCCM) 2007, and Small Business Server (SBS).

You can check following issues with your SQL Server 2005.

tWindows Administrative Vulnerabilities

tWeak passwords

tIIS administrative Vulnerabilities

tCheck for SQL administrative vulnerabilities

tCheck for security updates

You can download this useful utility from here. MBSA is available in English, German, Japanese and French languages for both 32 and 64 bit OS.

Reference: Ritesh Shah
http://www.sqlhub.com
Note: Microsoft Books online is a default reference of all articles but examples and explanations prepared by Ritesh Shah, founder of http://www.SQLHub.com