It lookslike not all the objects are being created in the SQL 2005 server or the login your using in your connection string is orphaned.

A fool proof method of migrating is to create your DB login in the 2005 DB server. Detach the DB from the 2000 server and attach it in the 2005 server. Then run this on the SQL 2005 server do fix the orhaned login:

--Resolve an orphaned user

USE <your_db_name>;
GO
sp_change_users_login @Action='update_one', @UserNamePattern='<database_user>', @LoginName='<login_name>';
GO

--Alter User password

USE master
GO
sp_password @old=NULL, @new='password', @loginame='<login_name>';
GO

That's it. To varify that the DB has no ophaned users you can run this:

USE <your_db_name>
GO
sp_change_users_login @Action='Report';
GO

---