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Thanks all for valuable suggestion,Actually i want to install sql server 2000 first,than

my database and after that my application which is a exe file.All this i want from CD to my laptop in a single click.I want all this for demo purpose.

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If this is for a demo, you shouldn't need a full installation of SQL Server. Move your demo data to an MSDE database and use it. Your app should only need to change the connection string to access the data via an MSDE database instead of a full-blown SQL Server installation.