USE master
GO
Select   filename
From     master.dbo.sysfilegroups,
         master.dbo.sysfiles
Where    master.dbo.sysfilegroups.groupname = 'PRIMARY'
  And    master.dbo.sysfilegroups.groupid = master.dbo.sysfiles.groupid
  And    master.dbo.sysfiles.name = 'master'Order By 1
GO