Sample Database Installation Problem

Hello, I am very new to SQL Server. I have downloaded the SQL Server 2005 Express from microsoft's website and installed it on Windows Vista. I have also downlaoded the sample databases like pubs, northwind from http://www.microsoft.com/downloads/details.aspx?FamilyId=06616212-0356-46A0-8DA2-EEBC53A68034&displaylang=en and adventure works from the respective site. When i try to run the script of pubs and northwind, it generates error messages and it is as follows:
Msg 911, Level 16, State 1, Line 2
Could not locate entry in sysdatabases for database 'pubs'. No entry found with that name. Make sure that the name
is entered correctly.
Msg 262, Level 14, State 4, Procedure sp_dboption, Line 0
SHOWPLAN permission denied in database 'master'.
Msg 262, Level 14, State 4, Procedure sp_addtype, Line 0
SHOWPLAN permission denied in database 'master'.
Msg 2715, Level 16, State 7, Line 2
Column, parameter, or variable #1: Cannot find data type id.
Msg 2715, Level 16, State 7, Line 2
Column, parameter, or variable #1: Cannot find data type tid.
Msg 2715, Level 16, State 7, Line 2
Column, parameter, or variable #1: Cannot find data type id.
Msg 2715, Level 16, State 7, Line 2
Column, parameter, or variable #6: Cannot find data type tid.
Msg 2715, Level 16, State 7, Line 2
Column, parameter, or variable #1: Cannot find data type tid.
Msg 2715, Level 16, State 7, Line 2
Column, parameter, or variable #1: Cannot find data type empid.
Msg 8197, Level 16, State 4, Procedure employee_insupd, Line 2
The object 'employee' does not exist or is invalid for this operation.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'authors'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'publishers'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'pub_info'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'titles'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'titleauthor'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'stores'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'sales'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'roysched'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'roysched'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'roysched'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'roysched'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'roysched'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'roysched'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'roysched'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'roysched'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'roysched'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'discounts'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'jobs'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'employee'.
Msg 208, Level 16, State 1, Line 2
Invalid object name 'employee'.
Msg 208, Level 16, State 1, Procedure titleview, Line 4
Invalid object name 'authors'.

I think thess errors are mostly due to windows vista's new security features at the user level. However, I using my home computer and the admin privileges and in this case I shouldn't have any problem running it unless there's anything to be done on vista to work this.
I'll appreciate if anyone helps me installing the sample files.
Thanks in advance.