Source : Todd Klindt's SharePoint Admin Blog
Microsoft so very graciously provides a free version of SQL 2005, SQL Express, with MOSS. If you install MOSS using the Basic option or Single Server under Advanced you get SQL Express automatically. So what if as a budding newbie SharePoint admin you chose the Basic option, but now as a wise aged SharePoint admin you've seen the error of your ways and want to use a more respectable version of SQL for your SharePoint backend? You're in luck. In this blog post I'll walk you through upgrading SQL Express to SQL Standard or Enterprise.
First thing you need to do is get a copy of SQL 2005 Standard or Enterprise. Which version you choose depends on the redundancy and availability you want. Either will upgrade from Express. After you have your media you can start the install. This step is important as you have to pass the setup program a parameter to let it know you're doing an upgrade. To upgrade use the command setup.exe SKUUPGRADE=1. It should look like this:
The setup should kick off and it won't give you any indication that you passed it a parameter. Never fear, it will come up later. When the setup gets to the instance selection make sure you don't accept the default instance and you choose the SQL Express instance. First click Installed Instances:
Then choose the OFFICESERVERS instance from the list and hit OK:
Your next screen should confirm that it found SQL Express:
If you click the Details… button you'll see that the setup confirms that SQL Express can be upgraded. This step is optional.
At this point you can Close the box and hit OK until the setup is finished. After the setup is finished you'll want to apply SP2 for SQL 2005 and any post SP2 patches that are available. I don't know if it's required but I always do an IISRESET after this to make sure that SharePoint reconnects properly to SQL.
That's all there is to it. Once you are using full SQL you have quite a few more options available to you like log shipping, database replication, SQL Profiler and more. If you have any questions about how to leverage those tools with SharePoint, leave me a comment and let me know.