How do I open SQL Server Management Studio?

Click on the Windows Start button, click on the "Run" option and try to run the following command:

ssms.exe

Works for me, your mileage may vary (as they say).

Unless things have changed since I tried this, then, if you downloaded the file described as 'Microsoft® SQL Server® 2008 Management Studio Express' and installed it without carefully reading the screen prompts, then you may not have actually installed the Management Studio.

The reason is that the installation file is (despite the name) not just the Management Studio, but actually the Sql Server express plus the management tools, so it is possible you might have installed the sql server and not the management tools.

To add the Management Studio to your existing installation, you re-run the installation program and then first select 'New SQL Server stand-alone installation or add features to an existing Sql Server 2008 instance'.

After several screens, you get to a choice to either 'Perform a new installation of Sql Server 2008' or to 'Add features to an existing instance of Sql Server 2008'

You might naturally think that the second option was the correct one, but this did not work for me and others on the internet, one of whom had discovered that the trick is to pretend you want to install a new installation of Sql Server 2008 which then later gives you the option to select what you want to install and you need to select 'Management Tools - Basic'

Not exactly straightforward and appears to have caught several people out.

On my XP machine the shortcut points to:
C:\Program Files\Microsoft SQL Server\100\Tools\Binn\VSShell\Common7\IDE\Ssms.exe

Mine is under Start -> Programs -> SQL Server 2005 -> SQL Server Management Studio