[dba-Tech] The correct way to install another MS SQL on a server

Hi All:

I will be installing a new copy of MS SQL 2005 on a server that is currently
running MS SQL 2000. I would like to keep both versions running until a
migration is completed and fully tested at which time I will just turn off
the older version.

I know this can be done but because of the sensitivity of this process I
need to know what you would feel is the definitive answer or link to the
best source of information.

MTIA
Jim