Connectivity to SQL Server should be enabled in baseline installs of Windows XP, Windows 2000, Windows 2003 and may be part of Windows NT SP4 (can't remember and it's been a while).
In Windows XP, 2000 and 2003 you can type cliconfg at a command prompt to get the SQL Server Client Configuration utility; I don't believe that any install of SQL Client tools is required.
You should be able to test/validate connectivity by creating a simple text file, rename it to [something.UDL] and then double clicking on it to start the Universal Data Link wizard. Set the parameters (SQL Server driver, SQL Server name, user name, password and default database) and then click on the Test Connection button.
Have you hugged your backup today?