Microsoft has today released SP1 for SQL Server 2005, which includes the Database Mirroring feature not present in the RTM release.
In addition to updating your install with SP1, you should update your Books Online to the latest version: April 2006.
A summary of the updates can be read in KB 916940. The complete list of bug fixes are in KB 913090.
The readme file for SP1 is located here.
Updated samples and sample databases for SP1 are also available.