T-SQL (SS2K8) :: How To Get MIN / MAX Dates Per Grouping

I have a table with Employee, it lists their department, and has a row for each "position/promotion". (Just the pertinent fields below in the example shown of course and only a single employee for example)

An employee may have a single row in a department, or if they were promoted from line staff to manager they could have many.

Additionally, an employee may move around departments during their employment.

I need to get the min and max dates (basically duration) of their time at each department.

The issue is because they repeated departments when I go to group it loses movement between departments.

Raw data:

Employee DepartmentId StartDt EndDt
----------- ------------ ---------- ----------
999 5 2000-01-01 2001-04-30
999 7 2001-05-01 2005-06-30
999 7 2005-07-01 2006-09-30
999 5 2006-10-01 2009-10-31
999 5 2009-11-01 2012-01-01

Result of doing MIN/MAX:

Employee DepartmentId MinStartDt MaxEndDt
----------- ------------ ---------- ----------
999 5 2000-01-01 2012-01-01
999 7 2001-05-01 2006-09-30

However, Ideally I would get 3 rows (Department 5, then the stay at Department 7, then back to Department 5 again).

Employee DepartmentId MinStartDt MaxEndDt
----------- ------------ ---------- ----------
999 5 2000-01-01 2001-04-30
999 7 2001-05-01 2006-09-30
999 5 2006-10-01 2012-01-01

I played with RANK and ROW_NUM hoping I could get it to group / partition on each department and repeat the number for each department so the first department 5 would be RowNum=1, then the next group of Dept 7 would be =2 and the last group of Dept 5 would = 3 and then I could min/max on that grouping, but I didn't have any luck with that approach either.

My table:
CREATE TABLE [dbo].[EmployeeDepartmentHistory](
[Employee] [int] NOT NULL,
[DepartmentId] [int] NOT NULL,
[StartDt] [date] NOT NULL,
[EndDt] [date] NOT NULL
) ON [PRIMARY]

[Code] .....