javamdk wrote:
Ok, where to start... I'm using SQL Server Express 2005 and trying to attach a database in a folder called "blog" on my Desktop.
I attached a picture of SQL Server Management Studio when I'm trying to locate my MDF file. Although, under the user Joseph is nothing

I'm running this app as admin, but I'm sure this has something to do with the security elevation. Other than that, what gives?
You're right, it's a permissions issue. And it has nothing to do with Vista either.
SQL Express runs as Local Service or Network service. Those accounts cannot see into "Documents and Settings", they just don't have permissions, thus the behaviour you're getting.
You either need to move the database out of your desktop and somewhere under c:\ or give permissions to the SQL Express account. Note that if you copy it out the permissions will remain with it sometimes and so you should reset them after.