Use Import/Export wizard with SQLExpress edition
You may be aware about SQL Server 2005 Express edition is a free and simple to manage edition in 2005 version. It has an integratin with Visual Studio 2005 to make it easier to develop data driven applications with a redistributable option, well I'm not advertising about SQLExpress here and let us go into the 'common' problem that every SQLExpress user is facing.
If you have got installed SQL Server 2005 Express and SQL Server Management Studio Express, you are good to go to connect the SQL instances and everything looks ok and works fine, but one thing is you will not be able to find the Data Import/Export wizard from Management Studio tool. From the good olden days of SQL 7 & 2000 DTS has been a workhold component for every SQL user. Using DTS wizard was a shortcut to manage the data imports and exports. Because SQL Server 2005 Express Manager does not offer Import/Export functionality as it is dependent on SQL Server Integration Services (SSIS) and SQL Server Agent. You will need to opt or obtain the full version of SQL Server Management Studio.
So either you need to depend upon SSIS with full suite of SSMS or use BCP which is another quickest feature to manage such data import/export. For other set of data sources such as MS Access, SYBASE, Oracle or DB2 you can take help of SSMA (SQL Server Migration Assistant) which is another tool. It is also worth checking for DTSWizard file within your machine that can be located from "C:\Program Files\Microsoft SQL Server\90\DTS\Binn\DTSWizard.exe" directory (default directory of SQL installation and in case you have any custom requirements then look under DTS\BINN directory). Also you can download the fuill suite of Visual Studio tools for express from here.
Finally you can download a DTS plug-in for your tools if you are not able to achieve what you want with available tools on your machine. Download DTSPlug-in on your machine.