Please refer to the article from Microsoft - http://support.microsoft.com/en-us/kb/555332
The login error message 'Cannot open database "XXXXX" requested by the login. the login failed. Login failed for user 'sa'" means the user name and password to connect the database engine in Microsoft SQL Server is not correct.
This user name is not the user name to login QNE but Microsoft SQL Server. During the initial installation of Microsoft SQL Server (Usually when you install QNE, the CD will install Microsoft SQL Server at the time), if you use our CD installer to install the Microsoft SQL Server, the system will default the "Authentication" method to "System Authentication" which QNE will use the default user name and password to connect it's database and this is advisable to use this authentication.
However, if you choose "Windows Authentication" it means the login to this Microsoft SQL Server can only be request by the the current windows user (the windows user name that logined to install the Microsoft SQL Server. Thus, you have to login the windows using the same windows user in order to login Microsoft SQL Server and QNE.
If you choose "SQL Authentication" it means you can define your own and a new user name and password as the administrator of the Microsoft SQL Server. you need to remember tis user name and password in the future when you want to connect the database using QNE Optimum or Microsoft SQL Management Tools or other software that able to connect the Microsoft SQL Server.