There's a basic thing in SQL Server 2005 Management Studio *Express* that's a bit annoying, don't know if it's the same in other 2005 editions.
In good old Query Analyzer for 2000, I could open a session with Ctrl+O and log in, then I could load script files into that window without having to log in again.
In SQL Server 2005 Management Studio Express, I have to log in every time I want to load a new script file, since it opens a new session every time. Isn't there a pure "open file" in this UI anywhere?