If you open the control panel services applet (Start > Run > services.msc <enter>) you'll see a list of MSSQL services there.

Each instance adds additional load on the server ... however try this:

setup.exe INSTANCENAME=BlackBerry SAPWD="strongpwd" SECURITYMODE=sql

and it should install a service MSSQL$BlackBerry ... and your DB will be BESMgmt

So your server would be localhost\BlackBerry and database BESMgmt. I hate sql instances; nice concept but they just cause problems.