Dim connstring As String 
Dim As String 
Dim conn As New SqlConnection 
Dim i As Integer, j As Integer 
connstring = "ata source=localhost; 
connstring &= "duid=SQL2000用户名;pwd=SQL2000密码;database=连接的数据库        conn.ConnectionString = connstring 
conn.Open()

------解决方案--------------------
c#的一个例子
C# code

string myConnStr="Data Source=locolhost;";
myConnStr+="Initial Catalog=数据库;";//注意“数据库”是你想连接的数据库（一定是数据库，不能是表）
myConnStr+="Integrated Security=true";
SqlConnection myConn = new SqlConnection(myConnStr);
try
{
    myConn.Open();
}
catch (SqlException SqlEx)
{
     this.Response.Write("错误：<br/>" + SqlEx.Message.ToString());
}
finally
{
     if (myConn.State == ConnectionState.Open)
      {
           myConn.Close();
      }
}