Normal use of myTV does notrequire the use of SQL commands. This is for advanced users or troubleshooting.
What's this sqlcmd.exe all about?
It's a command line SQL utility. Basically it allows you to run queries directly against the database without having Management Studio installed.
It is installed alongside SQL Server and should be available from your command prompt, in certain cases it's not added to %PATH% however, in which case it's found in (or around) C:\Program Files\Microsoft SQL Server\90\Tools\Binn\.
To start sqlcmd you will need to open a Command Prompt, then type sqlcmd.exe -S(local)\SQLExpress -dmyTV. Remember to replace (local) and SQLExpress with the correct values above. For example, if you are running the SQL Server on a remote computer, you would exchange (local) for the name of said computer. SQLExpress is the default named instance when you install SQL Server, so unless you have changed this - leave it as is. The one exception to this rule is if you let My Movies install SQL Server for you - then you'll need to replace SQLExpress with Mymovies.