You can use the Export/Import Wizard (but this is really just DTS) SO if you don't want to do this then try either:
a. Backup you database (copy the backup file to your desktop and restore) Use Enterprise Manager if you are new to this.
b. If nonoe is using the database. Detach it using Enterprise Manage and copy the MDF and LDF files to your desktop and the use Enterprise Manager to attach the database.