Here's a blog post [/url]from Microsoft on how to do this if you're not using AD. It's a little old, but the process is the same. You'll need to connect using a tool that can run T-SQL. You can't do it all from the portal.
"The credit belongs to the man who is actually in the arena, whose face is marred by dust and sweat and blood"
- Theodore Roosevelt
Author of:
SQL Server Execution Plans
SQL Server Query Performance Tuning