You should only need the MDF file, but it changes the process.
This thread should sort you out.
It sounds like what you did was backed up the MDF file, and now you are trying to RESTORE it using the rESTORE command. That won't work.
To backup a database, you need to use
the BACKUP DATABASE command, not
simply copy the MDF file. The BACKUP
DATABASE command makes a stable,
reliable copy of the database which
can be restored using the RESTORE
command. Copying the .MDF file can
work, but it has many more risks and I
wouldn't recommend it.
To get the DB working with just the
MDF file, execute the command:
SP_ATTACH_SINGLE_FILE_DB 'dbname','mdf
file name' and, if it's at all
possible, that will attach your
database back. If it gives you errors,
you're more than likely SOL on it, but
pust them here and we'll try to help
you.