The old SQL Enterprise Manager used to have something called Data Transfer Services, which allowed you to transfer data between SQL Server and a different database using ODBC. This was curiously lacking in SQL Server Management Studio 2005 (at least the Express one) unless I missed it.
However, in the 2008 version, you can right click on a database, select All Tasks and there are options for Import Data and Export Data, which open an appropriate wizard to guide you through the process.
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Tags: 2005, 2008, Data Export, Data Import, Express, SMSS, SQL Management Studio, SQL Server