Logical Name
my_Data
my_Log
Path:
C:\\Program Files\\Microsoft SQL Server\\MSSQL10.MSSQLS
You forgot to mention the name of your database (is it "my"?).
ALTER DATABASE my SET SINGLE_USER WITH ROLLBACK IMMEDIATE;
ALTER DATABASE my SET OFFLINE;
ALTER DATABASE my MODIFY FILE
(
Name = my_Data,
Filename = 'D:\DATA\my.MDF'
);
ALTER DATABASE my MODIFY FILE
(
Name = my_Log,
Filename = 'D:\DATA\my_1.LDF'
);
Now here you must manually move the files from their current location to D:\Data\ (and remember to rename them manually if you changed them in the MODIFY FILE command) ... then you can bring the database back online:
ALTER DATABASE my SET ONLINE;
ALTER DATABASE my SET MULTI_USER;
This assumes that the SQL Server service account has sufficient privileges on the D:\Data\ folder. If not you will receive errors at the SET ONLINE command.