Authentication in SQL Server 2000

I’m currently testing SQL Server 2000. I installed one on a p.c running Windows 2000 Professional. I downloaded a sample program in planetsource code to view the tables and queries it works fine.. the clients can connect to my server. The problem isthe clients can connect to the SQL server even without a login and password created on the server. And when I try running the client program in the SQL server it won’t log or run. Can anyone help me out? I created the account on the SQL Enterprise Manager. Is there any tutorial or guide on the net in working with SQL Server 2000?