If you have installed MSSQL 2005 and tried to set up a maintenance plan, this is likely the error you have encountered
Good thing is that it is extremely simple to remedy.
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Open Programs > Microsoft SQL Server 2005 > Configuration Tools > SQL Server Surface Area Configuration
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Click 'Surface Area Configuration for Services and Connections'
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Click 'SQL Server Agent
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Change 'Startup type' to Automatic
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Click 'Start'
And thats that... problem was is that default, your SQL Server agent is set to run manually, so you would have to start it every time. Considering you are setting up a maintenance plan, you are going to want this to be automatic.