SQL Server error

I have Proget and now I tried to install BuildMaster. I thought it will create its own instancce of SQL Express. It didn't.

Information: Checking for database and creating if necessary...

Warning: SQL Server installation cannot be automatically rolled back. To remove it, go to Installed Programs in the control panel.
Error: System.Data.SqlClient.SqlException (0x80131904): A network-related or instance-specific error occurred while establishing a connection to SQL Server. The server was not found or was not accessible. Verify that the instance name is correct and that SQL Server is configured to allow remote connections. (provider: SQL Network Interfaces, error: 26 - Error Locating Server/Instance Specified)

Thanks,
Mohan

Product: BuildMaster
Version: 4.9.1

So in this I used ProGet's SQL instance like this.

Data Source=localhost\ProGet; Initial Catalog=BuildMaster; Integrated Security=True;

Thanks,
Mohan

That should work; but if not, I would make sure that the instance is actually named that (that's the default name), and that the SQL Server is actually running. It's possible the service has stopped.