How do you kill all current connections to a SQL Server 2005 database?

The reason that the approach that Adam suggested won't work is that during the time that you are looping over the active connections new one can be established, and you'll miss those. You could instead use the following approach which does not have this drawback:

-- set your current connection to use master otherwise you might get an error

use master
ALTER DATABASE YourDatabase SET SINGLE_USER WITH ROLLBACK IMMEDIATE 

--do you stuff here 

ALTER DATABASE YourDatabase SET MULTI_USER

Script to accomplish this, replace 'DB_NAME' with the database to kill all connections to:

USE master
GO

SET NOCOUNT ON
DECLARE @DBName varchar(50)
DECLARE @spidstr varchar(8000)
DECLARE @ConnKilled smallint
SET @ConnKilled=0
SET @spidstr = ''

Set @DBName = 'DB_NAME'
IF db_id(@DBName) < 4
BEGIN
PRINT 'Connections to system databases cannot be killed'
RETURN
END
SELECT @spidstr=coalesce(@spidstr,',' )+'kill '+convert(varchar, spid)+ '; '
FROM master..sysprocesses WHERE dbid=db_id(@DBName)

IF LEN(@spidstr) > 0
BEGIN
EXEC(@spidstr)
SELECT @ConnKilled = COUNT(1)
FROM master..sysprocesses WHERE dbid=db_id(@DBName)
END

Kill it, and kill it with fire:

USE master
go

DECLARE @dbname sysname
SET @dbname = 'yourdbname'

DECLARE @spid int
SELECT @spid = min(spid) from master.dbo.sysprocesses where dbid = db_id(@dbname)
WHILE @spid IS NOT NULL
BEGIN
EXECUTE ('KILL ' + @spid)
SELECT @spid = min(spid) from master.dbo.sysprocesses where dbid = db_id(@dbname) AND spid > @spid
END