These are the steps for how to install Windows SharePoint Services v3.0
Startup the setup executable.
For this example I will setup my SharePoint as a standalone server with a dedicated SQL Server instance (not SQL Server Express),
so I select Advanced.
Because I don’t want to use SQL Server Express, I select the “Web Front End” option. Yes, it sounds odd, but the other option would install and user SQL Server Express, which I don’t want in this case.
Since I will install MOSS right after this step, I choose to un-check the checkbox and click Ok.