Sometime while connecting MSSQL 2005 Remotely OR locally using MSSQL Management Studio (using user as SA) it throw following Error

Login failed for user 'sa'. The user is not associated with a trusted SQL Server connection. (Microsoft SQL Server, Error: 18452)

For help, click: http://go.microsoft.com/fwlink?ProdName=Microsoft+SQL+Server&EvtSrc=MSSQLServer&EvtID=18452&LinkId=20476

This Error occurs when SQL Server doesn’t support SQL Server Authentication Mode (Mixed Mode for MSSQL 2000). This issue can be fixed using following Steps:

1) Connect the MSSQL server using Windows Authentication of the server.

2) Right Click on the server name in the tree on the left and go to properties.

3) Click the Security Option. Now under Server authentication Select “SQL Server and Windows Authentication Mode” and press OK.

Now try to connect MSSQL using SA user. Please refer Microsoft KB Article 840219 for more information