If you are installing Microsoft CRM 2011 using 2 servers (one to host the CRM web application and one to host the actual SQL Server databases), you may run into an issue with Windows Firewall port 1433.
The SQL Server you are using will be on a Windows 2008 Server. By default, a Windows 2008 Server has Windows Firewall turned on and thus port 1433 (used by SQL Server) is closed. If you are installing CRM 2011 on a different server that needs to talk to the SQL Server on another Windows 2008 Server, you may get an error message during the install because the server running SQL Server has port 1433 closed.
To open port 1433 on the Windows 2008 Server running the SQL Server:
On the Start menu, click Run, type WF.msc, and then click OK.
In the Windows Firewall with Advanced Security, in the left pane, right-click Inbound Rules, and then click New Rule in the action pane.
In the Rule Type dialog box, select Port, and then click Next.
In the Protocol and Ports dialog box, select TCP. Select Specific local ports, and then type the port number of the instance of the Database Engine, such as 1433 for the default instance. Click Next.
In the Action dialog box, select Allow the connection, and then click Next.
In the Profile dialog box, select any profiles that describe the computer connection environment when you want to connect to the Database Engine, and then click Next.
In the Name dialog box, type a name and description for this rule, and then click Finish.