>>I'm creating a new database in SQL2005. In SQL2000 and before, I was able to specify the location of the data files, but it doesn't appear that SQL Management Studio Express allows you to put the files where you want.

>Click on the ellipsis (...) button in the path column of the grid. You can change the data path and log path individually.

Can you be more specific? I don't see an ellipsis, and this is what I was looking for. Again, I'm using SQL 2005. Sounds like you are talking about how to do this in SEM in SQL 2000 and before.

>Why don't you like putting data files in SQL servers space under Program Files?

I don't like co-mingling program files and data. This is hardly a novel idea - I think I first got the idea from one of Whil Hentzen's books, and I agree with the philosophy.