Do you mean you want to move the data files for an existing database to a different location? Detach the database (right-click it in Management Studio or Enterprise Manager and click Detach), make a note of the security settings on the files, move them, check that the same users have permission to read and write the files, and then re-attach the database (this option is named Attach on the server's context menu).
DoEvents: Generating unexpected recursion since 1991