I was just installing SQL Server 2005 in my Windows Vista, and then applied SP2 (november 2006 CTP) to get things running smoothly.
However, when trying to run Management Studio for the first time, I couldn't log on using the Windows (built-in) account... I got "Error: 18456, Severity: 14, State: 11." in the SQL Server Error Log.
After some searching, I found that when using Vista and SP2, you are not automatically added to the sysadmin role in SQL Server. Therefore, you have to be able to add yourself.
This can be done using the Surface Area Configuration Tool, by clicking the link, as shown below.

Now, another problem is that clicking the link in the November 2006 CTP appearantly doesn't work... The solution to this particular problem is running the provisioning tool yourself. This can be found at C:\Program Files\Microsoft SQL Server\90\Shared\sqlprov.exe
Here, you can add yourself to the sysadmin role.