SQL Server 2005 "Standard", "Developer" and "Enterprise" editions have SSIS, which replaced DTS from SQL server 2000. SSIS has a built-in connection to its own DB, and you can find a connection that someone else has written for MySQL. Here is one example. Once you have your connections, you should be able to create an SSIS package that moves data between the two.
I ddin't have to move data from SQLServer to MySQL, but I imagine that once the MySQL connection is installed, it works the same as moving data between two SQLServer DBs, which is pretty straight forward.