You can simply restore the database backup from the 2000 machine to the 2005 machine. You can also detach the database files from the 2000 server and attach them (after copying or moving) on the 2005 server. After that you just have to change the compatibility level.
That's the basics.
The more extended version requires using the Upgrade Advisor and all kinds of other stuff. Check the documentation in the BooksOnline. It'll get you started.