can you post some code as well
I believe you would have to create the SqlConnection string (or oledbConnection) or read the actual connection string from your app settings if stored
just for your reference, a typical SQL Connection string looks like this:
trusted connection:
"Server=.;Database=yourDatabase;Trusted_Connection=true;"
Authentication:
"Server=.;Database=yourDatabase;Trusted_Connection=false;user ID=username;Password=password;"
It would help us if you could post some code especially where the error is being produced
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