Please be specific with error message you are getting, because the reason may be different for different error message.
FYI
Standard Security
Data Source=myServerAddress;Initial Catalog=myDataBase;User Id=myUsername;Password=myPassword;
Use serverName\instanceName as Data Source to connect to a specific SQL Server instance.
Are you using SQL Server 2005 Express? Don't miss the server name syntax Servername\SQLEXPRESS where you substitute Servername with the name of the computer where the SQL Server 2005 Express installation resides.
Standard Security alternative syntax
This connection string produce the same result as the previous one. The reason to include it is to point out that some connection string keywords have many equivalents.
Server=myServerAddress;Database=myDataBase;User ID=myUsername;Password=myPassword;Trusted_Connection=False;
Trusted Connection
Data Source=myServerAddress;Initial Catalog=myDataBase;Integrated Security=SSPI;
Trusted Connection alternative syntax
This connection string produce the same result as the previous one. The reason to include it is to point out that some connection string keywords have many equivalents.
Server=myServerAddress;Database=myDataBase;Trusted_Connection=True;
Connecting to an SQL Server instance
The syntax of specifying the server instance in the value of the server key is the same for all connection strings for SQL Server.
Server=myServerName\theInstanceName;Database=myDataBase;Trusted_Connection=True;