move SQL 2005 DB to SQL 2008

I have two SQL servers running, one 2005 the other 2008.  I am in the process of retiring the 2005 server and need to move my db's over to the 2008 server.  I tried doing a backup in 2005 and restore into 2008 but get errors when I try this.  The error is as follows:

"Restore failed for Server 'SQL'. (Microsoft.SQLServer.SmoExtended)

Additional Information:
System.Data.SqlClient.SqlError: File 'F:\Program Files\Microsoft SQL Server\MSSQL10.MSSQLSERVER\MSSQL\Data\PJIPro.MDF' is claimed by 'PJIPRO_RMHanover_Log'(2) and 'PJIPRO_RMHanover_DATA'(1). The WITH MOVE clause can be used to relocate one or more files.  (Microsoft.SqlServer.Smo)"

The db is called PJIPro.  I checked the path and the data/log files are not there.

I'm not very well versed in SQL so any help I can get would be great.  I've got a number of db's to move, none very large, if there is also a way to batch move them I'd love to know how.

Thanks for the help.
jer007Asked:
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reb73Connect With a Mentor Commented:
Why not just detach the individual mdf/ldf files in the SQL 2005 server, copy them across and attach them to the SQL 2008 server?
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chapmandewCommented:
first, post the results from this statement:

restore filelistonly from disk = 'c:\pathtoyourbackupfile.bak'

I'm interested in the name field, and the field that shows the path to the files....once you post those, I'll construct your restore statement for you.
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reb73Commented:
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chapmandewCommented:
Note that when you detach/attach, you have to take the database offline...which is always risky business.
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