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

I am also using MS SQL Server 2005 in conjunction with SQL Server Management Studio.
Right click the Databases treenode in the Object Explorer. Select New Database....
In the New Database form, look for a grid with the caption Database files:. The grid should have the following column in order from left to right: Logical Name, File Type, Filegroup, Initial Size (MB), Autogrowth, Path, File Name.
So 7 columns, you might have to resize the form or use the horizontal scroll bar to see the rightmost column(s).
The column with caption Path should have the following content for it's two rows: c:\Program Files\Microsoft SQL Server\MSSQL.1\MSSQL\DATA. Imediately to the right of the textbox containing the path there should be an ellipsis button (...). Click the ellipsis button or type in the path to change the location for the data file and log file.

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

I understand this point of view if the data and the application resides on the same physical computer.

HTH,
Einar