I am not sure if I understood your question but i think ur are trying to host a website using Yahoo as your Web host or Service provider. If this is the case then I think the best people to help you would be tech support at yahoo . As per their website . it seems they have a MySQL database that comes as part of the web hosting package.

So i think the answer to your question is No you cannot install SQL Server 2005 on a yahoo web hosting server. 🙂