1- Set the database offline
ALTER DATABASE DatabaseName SET OFFLINE WITH ROLLBACK IMMEDIATE;
2- Now you can move the files manualy
3- Set the new files location
ALTER DATABASE DatabaseName MODIFY FILE ( NAME = DatabaseName, FILENAME = 'D:\Database\DatabaseName.mdf' );
ALTER DATABASE DatabaseName MODIFY FILE ( NAME = DatabaseName_log, FILENAME = 'D:\Database\DatabaseName_log.ldf' );
4- Set the database online
ALTER DATABASE DatabaseName SET ONLINE;
SELECT name, physical_name AS CurrentLocation, state_desc
FROM sys.master_files
WHERE database_id = DB_ID(N'DatabaseName');