What is the problem exactly?
is it the connection string, or a creating a setup program?
if you want to create a setup program have a look at InnoSetup, it's a cool tool, powerful and free.
If your problem is about the connection string, if your database is stored in the program folder you could do something like that:
<br />
Imports System.Reflection<br />
<br />
Dim path as String = System.Reflection.Assembly.GetExecutingAssembly.Location<br />
<br />
Dim connectionString as String = "Provider=Microsoft.Jet.OLEDB.4.0;Data source=" + path + "db2.mdb;Jet OLEDB:Database Password=secret"<br />
<br />
cn = New OleDbConnection(connectionString)<br />
cn.Open()<br />
cn.Close()<br />
If your database is store somewhere else you could store the path in the registry or an xml file or an ini file etc...