Sql Server connection string,how can make

http://www.connectionstrings.com/sql-server-2005[^]

If you look in the View menu of Visual Studio, you will find "Solution Explorer".
Look at this pane, and it will list all the Databases you can connect to.
Right click on the database you want, and select "Properties".
Look at the Properties pane and you will find "Connection String". You can copy and paste this into you app, or into your web.config file.

First you need to edit your 'web.config'. This file should look something like below:-

<?xml version="1.0"?>
<configuration>
<connectionStrings>
  <add name="ConnectionString" connectionString="Data Source=servername;Initial
Catalog=databasename;Persist Security Info=True;User Id=username;Password=password;"
providerName="System.Data.SqlClient" />
</connectionStrings>
<system.web>
  <customErrors mode="Off"/>
</system.web>
</configuration>

Then in your asp.net vb file use the below:-
Then the below is where you link to the connection string in the 'web.config' file:-

SQLConnection MyConnection = default(SQLConnection);
MyConnection = new SqlConnection();
MyConnection.ConnectionString = ConfigurationManager.ConnectionStrings("ConnectionString").ConnectionString;

I hope this will help you.