New SQL Server 2008 instance, load old instance DB's
You can actually attach a database file.

CREATE DATABASE MyAdventureWorks 
    ON (FILENAME = 'C:\PathToDataFile\DataFileName.mdf'), 
    (FILENAME = 'C:\PathToDataFile\LogFileName.ldf')
    FOR ATTACH; 


Modify the paths with the paths to your files. The trick is the FOR ATTACH clause.

You can attach a database by right-clicking on the Databases node then selecting the Attach item.

References:

How to: Attach a Database File to SQL Server Express

Attach a Database