When installing the MSDE (Microsoft Data Engine) there will be no password set for the administrator account "sa". This might lead to a security leak: unwanted database access and direct file access on the server machine are possible.
While installing the Service Pack 3 for MSDE (available on SwyxWare CD) you will be asked to set a passwort for the user "sa". The setup of SwyxWare (>=3.20) will also prompt you to set a passwort. You can also set the passwort using the following command line: osql -E -Q"sp_password NULL,<password>,sa" with <password> for the new password.