Move SQL Server 2008 database files to a new folder location

You forgot to mention the name of your database (is it “my”?).

ALTER DATABASE my SET SINGLE_USER WITH ROLLBACK IMMEDIATE;

ALTER DATABASE my SET OFFLINE;

ALTER DATABASE my MODIFY FILE 
(
   Name = my_Data,
   Filename="D:\DATA\my.MDF"
);

ALTER DATABASE my MODIFY FILE 
(
   Name = my_Log, 
   Filename="D:\DATA\my_1.LDF"
);

Now here you must manually move the files from their current location to D:\Data\ (and remember to rename them manually if you changed them in the MODIFY FILE command) … then you can bring the database back online:

ALTER DATABASE my SET ONLINE;

ALTER DATABASE my SET MULTI_USER;

This assumes that the SQL Server service account has sufficient privileges on the D:\Data\ folder. If not you will receive errors at the SET ONLINE command.