Newbie/Problem setting up MS-SQL Locally

Hey guys, Im fairly new to the C# World...
And, Ive devided to take a step and make my first
Windows Application....

Anyways the problem is I download the MS-SQL Server off the MS-Website....And When the installer comes up on my screen, I get this error
' A strong SA Password is required for security reasons. Please use SAPWD switch to supply the same. Refer to readme for more details. Setup will now exit.'

So I read the read me, and it tells me to give
CMD-Prompt this command it has, but my CMD prompt, doesn't reconize this, does anyone know how to fix this?
Oh, and Im trying to just set up the MS-SQL Server locally for now on my system, until I purchase webhost (which Ill do later)


Regards,