For starters, you need to look at the exception itself - "Argument exception was unhandled" isn't the error, it's telling you that an error occurred and you didn't handle it.
So put a
try ... catch
block round the code, and use the debugger to look at exactly what the error is, including any InnerException data.
It's also worth double checking your code: that line doesn't normally throw any exceptions, it doesn't check the connection string until you Open the actual connection.
It's worth checking your connection string though - this may help: Simple SQL Connection String Creation