Open SQL Server Configuration Manager (find it in the Start menu). Click SQL Server Services . The SQL Server instance name is enclosed in parentheses using the SQL Server service. If it says MSSQLSERVER , then this is the default instance. To connect to it in Management Studio, just type . (period) OR (local) and click "Connect." If the instance name is different, use .\[instance name] to connect to it (for example, if the instance name is SQL2008 , connect to .\SQL2008 ).
Also make sure that the SQL Server and SQL Server Browser services are running, otherwise you will not be able to connect.
Edit:
Here is a screenshot of how it looks on my car. In this case, I have two instances installed: SQLExpress and SQL2008 .

PoweredByOrange Apr 18 '13 at 17:07 2013-04-18 17:07
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