SSO service gets installed with Name “Enterprise Single Sign-On Service” while installation of BizTalk 2006.
While installation you have to specify the user account name, with which this servive name will run. That user account should have administrative privileges on the machine. Otherwise SSO will not start.
Now if you have already done installation, then you can check (in services) with which account name the SSO service is starting and if that account is having Administrative privileges on the machine.