Starting SQL Server Profiler
SQL Server 2005
You can start SQL Server Profiler in several different ways to support gathering trace output in a variety of scenarios. The different ways to start SQL Server Profiler include: from the Start menu, from the Tools menu in SQL Server Management Studio, and from the Tools menu in Database Engine Tuning Advisor.
When you first start SQL Server Profiler and select New Trace from the File menu, the application displays a Connect to Server dialog box where you can specify the SQL Server instance to which you want to connect.
Other Resources
Introducing SQL Server ProfilerTuning the Physical Database Design
Introducing SQL Server Management Studio