Connect Windows Form Application to sql Database

Firstly thanks for the very quick replies. Will vote accordingly.

I figured out what the answer is...

In short, I am running a 64 bit operating system (left out of op), and the there is no 64-bit version jet.oledb driver. Simply change the platform target to x86 and bobs your uncle...

The road to discovery, instead of using the Data Source Configuration Wizard I decided to drag a few controls ( DataGridView, BindingSource, textBox, and Button ) onto the form and do it with code. Eventually I got the error:

"Microsoft.Jet.OLEDB.4.0" has not been registered."

After I changed the platform target to x86 it worked right away.

The test code I used:

Get your query string, and your connection string then ...

//create an OleDbDataAdapter to execute the query
            OleDbDataAdapter dAdapter = new OleDbDataAdapter(query, connString);

            //create a command builder
            OleDbCommandBuilder cBuilder = new OleDbCommandBuilder(dAdapter);

            //create a DataTable to hold the query results
            DataTable dTable = new DataTable();

            //fill the DataTable
            dAdapter.Fill(dTable);

            //set the BindingSource DataSource
         //   BindingSource1.DataSource = dTable; was unable to use the bindingSource control therefore...

            //BindingSource to sync DataTable and DataGridView
            BindingSource bSource = new BindingSource();

            //set the BindingSource DataSource
            bSource.DataSource = dTable;

            //set the DataGridView DataSource
            dataGridView1.DataSource = BindingSource1;

The reason I give this bit of code is because I was still unable to successfully complete the Wizard, even after changing the platform to x86.