Hello,
You have three different products here.
Windows 2000/2003 Server: this is an operating system that runs on the hardware, and it is optimized to provide server services... meaning it is designed to not have someone sitting in front of the computer using it, rather it is optimized to favor the information sent on the network cards, and manage the information to the hard drives.
IIS: Internet Information Services -- the web and ftp services that can be installed onto Windows 2000 / 2003 server. I do not think IIS can be installed onto XP or 2000 Pro. IIS is needed to do a bunch of things with the server using common internet protocols, but IIS is also a large and processor-expensive package.
SQL: This is a service that process the SQL commands received on the network card. It doesn't necessairly need IIS if you are working outside of Windows. You can make a SQL server out of Linux, and use MySQL to process your commands.
I do not think MSSQL is free. MySQL certainly is, and you can run it from Windows.
Christian
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