How do I attach a database to a SQL Server?

Very simple.

 You can do it in the SQL Server Management Studio (SSMS) or use System Stored Procedures.

You can see a step by step method at this link here.
http://hodentekmsss.blogspot.com/2010/05/using-sample-databases-with-sql-server.html

Moving from SQL Server 2000 to 2005 read here:
http://www.aspfree.com/c/a/MS-SQL-Server/Moving-Data-from-SQL-Server-2000-to-SQL-Server-2005/3/ [about 0.5 million page views]