Login problem with MSDE

recently i came across a problem with MSDE (Microsft SQL Server Desktop engine) which gets installed mostly with third party software which do not require Standard SQL Server.

MSDE does not have its own user interface as it is primarily designed to run in the background.Users interact with MSDE through the program in which it is embedded. The only tool that is provided with MSDE is the osql utility. The executable file, osql.exe, for me is located in the C:\Program Files\Microsoft SQL Server\80\Tools\Binn\osql.exe

more information about osql.exe utility is available at
http://support.microsoft.com/kb/325003
http://support.microsoft.com/kb/325022
now the problem where i have to dig in is when my program which i downloaded was asking for a database username/password which i never entered during installation. i am able to see MSDE is started from the icon on the right hand side of the windows taskbar.but what is the username and password to connect to MSDE and how to connect to. once the program prompted for username as 'sa' .

to reset the password for user 'sa' since you have no idea about password, there is a way with osql utility.
go to start-run and type osql -U sa (here you are trying to connect to MSDE with username sa) and press enter. the command prompt for password .
do not type anything -----press enter (you came to know password is null for sa at this point)
to reset password type sp_password null 'yournewpassword','sa' ----press enter
type go -----press enter.you get a message Password chnaged
now you can use the sa/yournewpassword to connect from your application or from osql.exe