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How to setup a new SQL Server instance as part of my software installation?

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Hello everyone.  I realize this is a broad question, but I have been reading a TON online and I am still completely lost.  I don't understand this one bit.  So I figured I really had no choice but to ask on here.

I have a program that uses a SQL Server database.  Presently I am using SQL Server 2000 because another preexisting program on the network does and 2000 was already setup.

But, I would like to move my program to SQL Server 2008 but I have no idea how to install whatever is necessary for SQL Server, or how to setup the database, or upgrade the database or server.  And I'm terrified that I will do something that will mess up the 2000 database or server that the other program uses (Which is a critical application).

So, I'm really quite terrified and felt I had no choice but to ask on here.  I'm really hoping someone can help me understand what I need to do and how I need to handle this.  I'd like to be able to upgrade this and handle a fresh install as well because we'll be switching servers in about a year so I'll have to do that as well.

Thank you so very much for any help.  It is GREATLY appreciated...

-Matt-


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