If you wish to move a data file, then you need to detach the database, move the data file, and reattach the db (see “sp_detach_db” in Books Online). If the file is corrupted or doesn’t open you, then you need mdf opener
If you need to move the database from the default location then just detach and attach the database. Right click on the database and select detach. Then move the data files (the MDF and the LDF) and then right click the databases node and select Attach.
If you create the database using the CREATE DATABASE statement then you can specify the folder name as part of the CREATE DATABASE statement.
If your connection string has a attach path (or whatever the parameter is to attach the database to the instance) remove that, Just include the server name, database name, username and password. The database is already attached.
Also stop using SQL Server 2000. It’s 17 years old now and there are 6 newer versions of SQL Server.