This indicates that the current Windows user logged into the machine does not have sufficient rights to login to the SQL database server. You can have your database administrator enter their SQL user login here or use the SQL “SA” (System Admin) user credentials. The SQL user credentials entered here must have privileges to add users to the SQL database server. 
Note: The SQL Server user login information (either SA or Administrator) refers to the SQL Server login information established by your System Database Administrator and is not something that Blackbaud has access to. The prompt will only appears once, because The Raiser's Edge is creating a SQL Server user role in the database and needs to authenticate to the SQL Server.
Tip: You may try logging into the Windows workstation using a Windows domain Administrator account which will use Windows authentication and may have the privileges needed to create users on the SQL server.

Please contact the appropriate software vendor or IT professional for assistance with this process or issue, which is beyond Blackbaud's scope of support.