In SQL Server 2000, you have the \"All Tasks... - Export Data\" option. Where is this option the SQL Server 2005 Management Studio?
Or, is there a SQL Server 2005 way
You could use the excellent SQL Server Database Publishing Wizard.
http://www.microsoft.com/downloads/details.aspx?familyid=56E5B1C5-BF17-42E0-A410-371A838E570A&displaylang=en
It allows you to generate a script which contains data, schema, or both. The script can be targeted towards SQL 2000 or SQL 2005.
Some use it for web hosting environments. I use it to move data when I have no other option.