Very often when starting out a new project with a backend database I have usally forgotten exaclty how to compose a connetion string. So, what do I do?
Create an emtpy text file someware, reneame it to .udl (instead of .txt). Open it up by double-clicking it and use the dialog to get your connection up an running.
And then just open it up in your favorite text editor and there you have your connection string. You probably have to clean it up a little.