http://www.carehart.org/blog/client/index.cfm/2006/7/8/sql2k5_Error_establishing_socket

Great post, long story short, all ip addresses needed to be enabled.

BTW, SQL Server 2005 is part of technet. Don’t have technet? You should. $250-$500 depending on delivery options and you get current Operating Systems, Servers, and a lot of applications. Sweet.