Sql Server Geodatabase creation fails on ArcMap trial version

Hi everybody,

I'm trying to create a Geodatabase on SQL SERVER by my ArcMap 10.1 as explained here

http://resources.arcgis.com/en/help/...0000010000000/

I can connect to my database server (localhost/SQLExpress) but when I try to create a new geodatabase I get the error

Failed to connect to database.
Bad login user.

Note that I'm able to connect to the same database inside ArcMap via Database Connection (and everything works fine with external tool like Sql Server Management Studio). Every other thing in ArcMap seems to work correctly.

I have
ArcGis for Desktop Advanced single use trial version.
Sql Server 2008 r2.

Maybe is it a problem with trial version?
Any solution or advice?

Thank you in advance.