Silly Solution (TRY THIS FIRST)
I have spent hours (spread over 2 days) trying to figure out how to get MSSQL to show up as an option in the Dropdown for Select Server (Home > Database Servers > Add Database Server). All that showed up was MySQL. I am using Windows Plesk 9.5.2, but it is on a hosted solution and offered by the host.
I tried EVERYTHING you will first find on this topic. And, as an aside: sending people to Parallel KB's is not necessarily helpful when those things did not work. Don't use the link in the first response on this thread.
This is going to sound crazy if you did not think of it. I found this out by eventually getting this link
http://forum.parallels.com/pda/index.php/t-84450.html. Looks like an archived link, which begs the question: why? When it solved my problem.
The first step of the reply did the trick for me. I went to Home > License Management (under Help & Support). Look for "Ability to use Microsoft SQL Server". Mine originally said "Off". I clicked on "Retrieve Keys" toward the top (under the tab for Parallels Plesk Panel License Key) and VIOLA. I got some message that key was latest version. Went back to the License Management screen and BAM! it now said "On" for "Ability to use Microsoft SQL Server".
Now, for my own part, I did update my initial Plesk license after I started my hosting solution on a virtual dedicated server to the Plesk Power Pack. So I don't know if this will benefit you if you got all of that at the same time.
Hope this helps one poor soul from spending hours (like I did) trying to get this to work.
When you see "On" you can follow the online documentation and go to Home > Database Servers > Add Database Server and you will now see MS SQL as an option in the drop down.
Good luck!