Assuming you are running:
SQL2K5 (non-express edition) - In SSMS, right click the database you want to import the data into -> tasks -> import data and then simply follow the prompt
SQL2K5 Express - assuming you have Access. Create an access ADP project pointing to the database you want to import the data into. Create a table to store the data from Excel. Copy from Excel and Paste via ADP into the table. If you don't have Access - well, you can write insert statement for each row and using formulae to generate all the SQL statements. Then simply copy and paste the SQL into Management Studio to execute the insert batch.
SQL2K - in SSEM, right click on the database you want to import data into->tables -> all tasks -> import data and then follow the prompt.