Recently I decided to help someone configure a server so we both logged on to the server and started doing some stuff simultaneously to speed up the process. There were a couple of databases to move so we had to detach them; being helpful from time to time I decided to already detach the databases so my colleague could simply move them and reattach them.
To our surprise he got an access denied message although he was an admin on the machine. I checked the ACL on the file and saw that only my account had full control and the rest disappeared. I remembered reading something about this behavior so I decided to check the books online and sure enough it is documented under "Security Considerations for Databases and Database Applications".
When detaching a database the file permissions are set to the account performing the operation if the account can be impersonated - if not it will be the SQL Server service account and the local Windows Administrators groups.
Make sure you read all the other considerations in the Books Online since quite a lot has changed in SQL Server 2005.