If using MSDE you do not need a license.(good for 500 users on a decent machine)
If you have a dedicated SQL server , then hopefully you bought a per processor license instead of SQL user CALs (cheaper in the long run with many users)
There has been a debate on it on a few forums.
FROM MICROSOFT:
As per our conversation, you can find the relevant information in this email.
SQL Server 2008: SQL Server 2008 Licensing open “licensing overview”
Via a Blackberry or any other device, a license is needed for any direct or
indirect connections.
Please feel free to call if you have further questions.
Regards,
Stefi
Bottom Line:
What is more expensive; 6k for proc license or maybe a 50k fine someday.
I bet once you buy it, you will have many more uses for it.