I have a database running on one server and i now need to move this to another server. Both servers are remote with absolutely no tools to help with anything. How can i go about moving the database? I am completely new to ms sql and do not have the first clue. I have looked at some software for export and import. I managed to export it to a mdf but cannot figure out how to import it. The import seems to be working backwards.

There are a couple of options open to you.  The easiest may be to use the UI tools to backup the db and then move this backup to the other server.  From there, you can use the UI tools (management studio/enterprise manager - depending on your MSSQL version) and restore the backup.  Once restored, you'll probably need to clean up the logins.   You can run sp_change_users_login to help with this.

Read up on sp_change_users_login, BACKUP, and RESTORE in the Books Online

Thats the problem. I have no UI tools to work with. 

 Are you using MSDE?  

Both servers are on a web host. Ms  Sql 2005. But not control panel tools available to manage sql. All i have is create a db and create a user.

Does your web host give you any querying capability??  Can you run SELECTs? 

Can do absolutely nothing. I would need third party software i guess. 

IMHO - You need the appropriate tools to manage your data, unless the web host is totally responsible. If that's the case, have them do what you need done...What does your SLA state is the correct action for something like this??