user "sa" cannot connect to SQL Server Express 2008 R2
I had to do two things to solve it.

1.) I didn't have mixed mode turned on.  I had to right click the server node in the Object Explorer and go to Server Properties.

https://stackoverflow.com/questions/2474839/unable-to-login-to-sql-server-sql-server-authentication-error-18456

2.) restarted Windows Service for SQL Server.