There are several options if one wishes to migrate a database from a SQL Server 2005 to SQL 2008 Server. First of all transferring a database from any version of SQL Server 2000 and above to 2008 version. This Wizard can operate in two ways. In the first option it can attach a database (even one on the network) and uses the SQL 2008 SQL Server agent. The Copying of the database is implemented by an Integration Services package to run as a SQL Server Agent job that is scheduled to run immediately or according to some configurable schedule. This will therefore depend on correctly configuring the SQL Server Agent. In order to use the attach / detach process, the remote server will be stopped and if the database / log files are on a shared drive they are correctly brought in by the wizard. In the other option the database will be copied using the SQL Server Management Program for which the source database need not be stopped. However this is slower than the previous method and would also require the SQL Server Agent since a package has to be run.
An option which works without too much hassles is manually detaching and attaching the database/log files. In this step-by-step (really two steps) tutorial, this simple procedure is described. If you are just interested in taking a small database from 2005 to 2008 server the author strongly recommends this procedure.
We have to follow the following steps for migration as mention in attached file :