There is functionality with SQLServer 2005 to import files directly from disk into variables or tables.
This can be particularly useful for importing an xml document, or even an image file.
i.e. Text, Unicode text and binary data can be imported from a file using this method
Example 1 - Importing an xml document
DECLARE @xml xml
SELECT @xml = BulkColumn
FROM OPENROWSET(BULK N'c:\temp\Sample.xml',SINGLE_BLOB) AS a
SELECT @xml
Example 2 - Importing a text file
DECLARE @text VARCHAR(max)
SELECT @text = BulkColumn
FROM OPENROWSET(BULK N'c:\temp\Sample.xml',SINGLE_CLOB) AS a
SELECT @text
Example 3 - Importing an image
DECLARE @myImage VARBINARY(MAX)
SELECT @myImage = BulkColumn
FROM OPENROWSET(BULK N'c:\temp\test.jpg',SINGLE_BLOB) AS a
You can then write the binary data to a table
NB To import unicode text, you would use SINGLE_NCLOB into an NVARCHAR(MAX) data type
These are documented in Books On Line, so go take a look...