I assume you mean "can't connect"?
Did you attach the database to SQL Server *and* try to view it through the App_Data folder by double-clicking it? That won't work. When you view it from App_Data, the database is attached to SQL Server on the fly. If it is already attached, you need to view it by making a new connection on the Server / Database Explorer window.
If that doesn't help, check out the permissions for the App_Data folder using a Windows Explorer.
Does Visual Studio 2005 Support ASP.NET 3.5?
Nope, it doesn't. For ASP.NET 3.5 you need Visual Studio 2008.