Date Between Syntax Bug from MS SQL Server 2005?

1. select TradeDate from test where TradeDate between '2009-05-13 00:00:00.000' and '2009-05-13 23:59:59.999'
result:

2009-05-14 00:00:00.000
2009-05-14 00:00:00.000
2009-05-14 00:00:00.000
2009-05-14 00:00:00.000
2009-05-14 00:00:00.000
(5 row(s) affected)

2. select TradeDate from test where TradeDate between '2009-05-13 00:00:00.000' and '2009-05-13 23:59:59.998'
result:

(0 row(s) affected)

3. select TradeDate from test where TradeDate between '2009-05-13 00:00:00.000' and '2009-05-14 00:00:00.000'
result:

2009-05-14 00:00:00.000
2009-05-14 00:00:00.000
2009-05-14 00:00:00.000
2009-05-14 00:00:00.000
2009-05-14 00:00:00.000
(5 row(s) affected)