Hi Jim,
John has an excellent suggestion in using DTS to move your databases, but you can also do it manually if you don't have access to DTS. Take a look in SQL Books on Line under "Attaching and Detaching Databases". What you basically do is detach the database from the server using stored procedure sp_detach_db, copy the database and log files to the new server, and the attach them using sp_attach_db.
It has been a while, but I remember trying this (successfully) when MSDE first came out just to make sure it would work.
Bob Tracy
Never engage in a battle of wits if you're only half armed.