using System.Data; 
using System.Data.SqlClient; 

... 

string strConnection="user id=sa;password=;"; 

strConnection+="initial catalog=Northwind;Server=YourSQLServer;"; 
//initial catalog=Northwind,本句可以写成"Database=Northwind"
/*Server=YourSQLServer
如果使用的是本地数据库且定义了实例名,则可以写为"Server=(local)\实例名";如果是远程服务器,则将"(local)"替换为远程服务器的名称或IP地址.*/
strConnection+="Connect Timeout=30"; 
.T

------解决方案--------------------

这里有一些文档，楼主查查看
http://blog.csdn.net/goody9807/archive/2004/12/03/203087.aspx
http://blog.joycode.com/uestc95/archive/2004/06/29/26008.aspx
http://davidullua.cnblogs.com/archive/2005/09/16/238252.html
http://www.cnblogs.com/tutuya/archive/2006/08/07/470080.html
http://www.cnblogs.com/VitoriaTang/archive/2007/02/06/641731.html