Ну конечно, для сервера баз данных лучше подойдет Windows Server 2003. Для XP ранее выпускалась версмя MSSQL 2000 PE (Personal Edition) имевшая некоторые ограничения.
Что касается наклейки - посмотрите внимательно - она должна находиться в коробке - для MSSQL 2000
Для MSSQL 2005 регистрация в системе происходит автоматически, при установке.(Вы можете также скачать MSSQL 2005 с нашего сайта ~1Гб)
Information Server это расширение над MS Internet Information Server.
Между версиями есть существенные отличия, последняя - версия 3.0
Какая у Вас? Для 3.0 требуются Windows Server и предустановленные
The following software must be installed on the web server 
computer before installing Wonderware Information Server:
• Microsoft Internet Information Services (IIS) 6.0 or later
Note  Do not install the Microsoft Front Page extensions.
• Microsoft Internet Explorer 6.0 SP1 or later
• ASP.Net 2.0
• Microsoft SQL Server 2005 SP1
Microsoft SQL Server is used by Wonderware 
Information Server to store vital configuration 
information, such as administrative passwords. Also, 
Wonderware Information Server needs continuous access 
to the SQL Server to run properly. Wonderware 
Information Server supports Microsoft SQL Server 2005 
only. Apply the latest service packs and patches.
Wonderware Information Server Administration Guide
Important  For the Microsoft SQL Server installation, be sure that 
you have mixed mode selected as the authentication mode. 
Wonderware Information Server can run against case-sensitive 
databases.
A single license for Microsoft SQL Server is included with 
Wonderware Information Server. This license allows you 
to install Microsoft SQL Server on either on the same web 
server computer that is running Wonderware 
Information Server or on a separate computer. 
You can use an existing SQL Server located anywhere on 
the same network. If the database resides on a SQL 
Server system remote from the system where the WIS is 
installed, then client-side TCP/IP connectivity must be 
configured using the Microsoft SQL Server Client tools on 
the Wonderware Information Server Server. This 
requires an installation of the Microsoft SQL Server 
Client tools on the Wonderware Information Server 
server computer.
In addition, you must have the following software installed to 
install and configure the associated Wonderware Information 
Server features. 
• Microsoft Windows SharePoint Services 2.0 SP2 must be 
installed and configured to install the MultiViews 
feature. You can upgrade to SharePoint Services 3.0 after 
installing Wonderware Information Server.
Note  FrontPage Server extensions are no longer required for 
Wonderware Information Server 3.0. In addition, the extensions 
must not be enabled when SharePoint Services is installed. 
• Microsoft SQL Server 2005 SP1(or later) Reporting 
Services must be installed and configured on the same 
node as Wonderware Information Server to install the 
ArchestrA Reports feature. 
• Microsoft .NET Framework 2.0 or later and Microsoft 
Office 2000 or later must be installed to install the 
ActiveFactory Reporting and the ArchestrA Reports 
features. 
Еще для одновременного доступа к IIS требуются лицензии клиентского доступа. Так что не все так просто в этом плане..
Рекомендую все же установить Windows Server
Давайте мы вышлем Вам демо-лицензию - она еще три дня будет действовать, а потом после НГ - новая будет