How can i create sqlserver other then window authentication?

Thanx Hakim,
        but i think sql is more secure. i have publish a website on private server and upload my database there. Is any one can open my database on that server? Elaborate it for me thanx in advance.
Pardeep Malik

You can not disabled the windows authentication. since windows authentication is more secure than SQL authentication.
To Set another password of your database:

GoTo SQL server management studio and login with sys admin account:
[Database Server Name] -> Security -> Logins.

You can add, remove or modified SQL Server logins in this module.