If you are using Windows, just have a look in the Program Group created by the Progress installation. There should be a nifty little thing there called the "Progress Explorer". It's a GUI tool to help you set up several different Progress services. For how to use the tool it is best to have a look in the documentation; it would go a bit far to explain all the options and parameters here. In any case, when you configure the broker with the Explorer you can choose to turn the SQL-92 broker on or off.
Now, the trick of course is that you will need to have a license for the broker AND during installation of Progress it has to have been installed (if you have a licenses, you can still choose not to install all sorts of things during the installation).