Forgive me if I'm wrong (it's been a while and I'm going by memory here). You can go to Start > Run (or Windows key + R in windows 8+) and type isqlw. If I remember correctly the query window and the management window are two different apps (but I can't remember if that ended in version 2000 or version 2005).
"I cant stress enough the importance of switching from a sequential files mindset to set-based thinking. After you make the switch, you can spend your time tuning and optimizing your queries instead of maintaining lengthy, poor-performing code."-- Itzik Ben-Gan 2001