Contrarily,
I think you need IIS if you are using SQL 2005. Please check well.
You can use SQL 2005 for windows projects and those do not need IIS. I believe you can use SQL 2005 with practically any language, Java/PHP etc and many of those do not require you use IIS. SQL 2005 is just a database like Access or Oracle and IIS is not necessarily required. I run my SQL 2005 express on my Windows XP Home machine just fine and I do not have IIS installed on that machine. SQL server on it's own handles it's work.