In C# strings, the backslash character is a "special" which introduces "escape sequences" like double quotes, newline, and so forth. If you want to use a backslash character in a string, there are two ways.
1) Use the escape sequence for backslash: '\\':
string str = "D:\\Temp\\";
2) Preface the string with an atsign, which turns off escape sequences:
string str = @"D:\Temp\";
In the second case, to insert a doublke quote character you use two doublequotes:
string str = @"John said ""Hello""";
'\S' is not a recognised escape sequence, so you get this error message.
But ... as NotPoliticallyCorrect says: "why are you trying to read a connection string from your config file by using a connection string?"
Normally, you would use:
using (SqlConnection con = new SqlConnection(ConfigurationManager.ConnectionStrings["MyDB"].ConnectionString))
{
...
}