By now you would already know the answer to this but for the benefit of anyone else with the same issue...
Query Analyser no longer exists with SQL 2005 or SQL 2008. In it's (& Enterprise Manager's) place, we have SQL Server Management Studio. This tool combines the functions from both previous tools into a the Visual Studio-esque interface. Can take a little getting used to but everyone seems to think its great after a few goes.
Here's a few tips for the newcomer:
To display a list of registered servers a la Enterprise Manager, choose View/Registered Servers, or press Ctrl+Alt+G, or there's a button on the toolbar.
To populate this list from the list you previously built with Enterprise Manager, right click Database Engine in the Registered Servers pane and choose Previously Registered Servers...
If you really can't handle the tabbed window layout (give it a decent chance before you give up though), you can change this from Tools/Options/Environment/General/Environment Layout - choose MDI environment for a more Query Analyzer feel.
To edit a DTS package, look under Management/Legacy/Data Transformation Services. You can then right-click on the package and choose Open to open it in the DTS 2000 Package Designer from Enterprise Manager. Oh, and I believe this requires Enterprise Manager to have been installed in order to work. I haven't found any way of creating a new package using this technique though - the simplest thing to do is just to create it in Enterprise Manager. Of course if your databases have all moved to 2005/2008 you should ideally migrate your existing DTS packages and do away with DTS altogether.
To save the results of a query as ANSI rather than the default of Unicode, use the drop-down arrow on the Save button and choose Save with Encoding…, then select ANSI from the available list. This will have to be done every time (it is not saved as a preference).
To move from tab to tab use either Ctrl+F6 and Shift+Ctrl+F6 or Ctrl+Tab and Shift+Ctrl+Tab. Unlike other apps that support these keyboard shortcuts, the Tab version not only moves between tabs but displays a preview of available tabs from which you can select with the mouse.
To move from pane to pane within a tab (ie from the Query to the Results and the Messages) use F6 and Shift+F6.