Attach database failed for Server '{SERVER_NAME}\{INSTANCE_NAME}'. (Microsoft.SqlServer.Smo) Strange, I tried to attach the database AdventureWorks from this site - http://sqlserversamples.codeplex.com/

However, I encounter the following problem while attaching AdventureWorks2008R2_Data.mdf


  Attach database failed for Server '{SERVER_NAME}{INSTANCE_NAME}'. (Microsoft.SqlServer.Smo)
  
  Additional Information:
  
  An Exception occurred while executing a Transact-SQL statement or batch. (Microsoft.SqlServer.ConnectionInfo)
  
  Directory Lookup for the file "C:\Program Files\Microsoft SQL Server\MSSQL10.50.MSSQLSERVER\MSSQL\DATA\AdventureWorks2008R2_Log.ldf" failed with the operating system error 3 (The system cannot find the path specified.). (Microsoft SQL Server, Error: 5133)
You need the "AdventureWorks2008R2_Log.ldf" file.  And put it in this folder:
"C:\Program Files\Microsoft SQL Server\MSSQL10.50.MSSQLSERVER\MSSQL\DATA\"

The easiest thing to do is download the "full backup" file from that site and then restore it, (instead of attaching.)