If you installed  Sql Server 2005  Full  !

When Your Run Follow:
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use AdventureWorks
go
select * from  sales.customer ----it's error!why?
select * from  Sales.Customer----it's right!
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This issue is related to your database collation setting.

You can try run this to find out what your database collation is:

SELECT databasePRopertyex(AdventureWorks','collation')

The collation of your database makes your query case sensitive.

If you want a quick change,  you can change your database to another collation which is not case sensitive, for examle:

ALTER DATABASE AdventureWorks COLLATE SQL_Latin1_General_CP1_CI_AS

You can search Books online for more information on collation.

AND
There are some limitations on altering collation of a database, maybe there are some SCHEMABINGING views in the database. you can refers to SQL2005 Books Online, and locate:

'ALTER DATABASE (Transact-SQL)' topic ->'Remarks' section->'Changing the Database Collation'.