If you need to setup two instances of Sql Server 2005 (I actually did it with Sql Server 2005 "Full" version and with the Express one) you can use the little sample you can find here:

http://forums.microsoft.com/msdn/ShowPost.aspx?PostID=12084

be aware, anyway, to read my previous posts so that you can correct encryption errors due to April's CTP and also be aware the to able to make the two instances talk togheter you also need to grant the connect permission to the initiator instance.

Here is the code:

USE master
GRANT CONNECT ON ENDPOINT:your_endpoint_name TO your_user