This could be because 2005 chooses a different execution plan than 2000. Have you had a look at the execution plans ?
What is the service pack level of the 2005 server ?
There were some situations in which 2005 used less optimal execution plans than 2000, but those bugs have been fixed in service packs or hotfixes, so I would recommend to install the latest service pack and cumulative updates available if you have not done so yet.
Some reference links:
<a href=”http://support.microsoft.com/kb/921896″>A list of the bugs that are fixed in SQL Server 2005 Service Pack 2</a>
<a href=”http://support.microsoft.com/kb/937137/LN/”>The SQL Server 2005 builds that were released after SQL Server 2005 Service Pack 2 was released</a>