>>If you've acces to both servers at the same time, you can use DTS to transfer data or you can use EM Copy Database Wizard to copy whole DB including data.
>>The scripts from the thread above allow you to generate another scrip with INSER command that you can run on destination server after you creted tables. See http://www.mssqlcity.com/Scripts/ImpExp/DataAsInsertCommand.sql
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>Ok, now assuming we don't have access to the source server, this would then force me to install from a CD. On that CD, all the data will be there. Would the DTS approach still applicable?

In what format data will be included on CD?
You can also detach database, and make a copy of the data and log files to CD. After copying them to destination server, you can attach database.