The easiest way to do this is to stop the application on the server. Then backup the SQL 2000 database, and restore it to the SQL 2005 server. After you have done this, stop and disable the SQL 2000 service. Then reconfigure the application to point to the SQL 2005 server and restart the application.
Moderator Note: You did read Mr. Denny’s detailed response to your similar question, correct?