>>>Hi All
>>>
>>>We're trying to transfer a database from one server to another and had SQL create the script to do so. Unfortunately, it's creating the tables within the Master database and not within the new database. In fact, it's not even creating the new database. Here's the script that was generated, could someone point out why it's not doing what it's supposed to do?
>>>

>>>USE [master]
>>>GO
>>>/****** Object:  Database [DLI_Testing]    Script Date: 02/26/2013 06:41:26 ******/
>>>CREATE DATABASE [DLI_Testing] ON  PRIMARY 
>>>( NAME = N'DLI_Testing', FILENAME = N'D:\DLI_Testing.mdf' , SIZE = 78080KB , MAXSIZE = UNLIMITED, FILEGROWTH = 1024KB )
>>> LOG ON 
>>>( NAME = N'DLI_Testing_log', FILENAME = N'D:\DLI_Testing_log.LDF' , SIZE = 470144KB , MAXSIZE = 2048GB , FILEGROWTH = 10%)
>>>GO
>>>ALTER DATABASE [DLI_Testing] SET COMPATIBILITY_LEVEL = 100
>>>GO
>>>IF (1 = FULLTEXTSERVICEPROPERTY('IsFullTextInstalled'))
>>>begin
>>>EXEC [DLI_Testing].[dbo].[sp_fulltext_database] @action = 'enable'
>>>end
>>>GO
>>>

>>
>>
>>Any error messages?
>
>Oh, lord, yes - here's the top part
>

>Msg 5170, Level 16, State 1, Line 2
>Cannot create file 'D:\DLI_Testing.mdf' because it already exists. Change the file path or the file name, and retry the operation.
>Msg 1802, Level 16, State 4, Line 2
>CREATE DATABASE failed. Some file names listed could not be created. Check related errors.
>Msg 5011, Level 14, State 5, Line 1
>User does not have permission to alter database 'DLI_Testing', the database does not exist, or the database is not in a state that allows access checks.
>Msg 5069, Level 16, State 1, Line 1
>ALTER DATABASE statement failed.
>

These messages say all.
You have already a file named DLI_Testing.mdf in D:\ drive.
Maybe you can't see this DB because you didn't refresh Object Explorer in SSMS?
Also you may have a DB with different name that uses this file.

Run this:

SELECT Name, FileName FROM sysdatabases WHERE FileName LIKE '%DLI_Testing%'

Also, when you create the script ALWAYS set "Include if NOT EXISTS" to true (check the attached image).