GP 7.5 Login Error

I have GP 7.5 installed on a XP Machine with SQL 2000 Personal. When I try to login to GP Utilities, with 'sa' and the password, it comes up with the following error: "There isn't a valid login record on the server for the user id and password you entered."

Any help? I looked around, and tried the "5 steps" but couldn't find the two stored procedures in the 'master' database. Note that I am not familiar with GP or SQL, so please explain anything you say.

Thanks,
Andrew