Assuming you installed Money 2005 UK from an installation disk, note that Money 2005 installs from disk need an online update from a server that no longer exists.
Update your installation with Money 2005 UK QFE2 from the link in the second, sticky post in this forum. Throw away your installation disk and save the QFE2 file for future installs.
Money 2005 should be at version 14.0.120.1105.
Your .mny data file must be in your Documents area, not the Money default Program Files x86 area.