When you install XenDesktop and need to configure the Desktop Delivery Controller to create the Database then this might result in security errors. When the DDC needs to create the Database then set the security as shown below.
First add the Desktop Delivery Controller as security login to the SQL server and give the server Sysadmin permissions.
Then add the User account you like to use for XenDesktop, I created a new user for this purpose. Give the user also sysadmin permissions.
When the appropriate rights are set you can the DDC create the database, after this you can change the security permissions as described in the Citrix article http://support.citrix.com/article/CTX127998.