generaly we  store our connection string in web.config file 
 under tag 
<appsetting>
<add key=connection_string 
      value="data source=......"/>
</appsetting>
 and 
  for accessing the value 
  in aspx page we writes
  string  const= 
configurationsetting.appsetting.connection_string

In web.congig you can add key and its value.And that key 
value u can retrive like

 string connectionString = 
System.Configuration.ConfigurationSettings.AppSettings
["conStringWeb"].ToString()

Here conStringWeb is my key and i access its value.

we use as
<appsetting>
 <add name="connection" connectionString="Data
Source=...;Initial Catalog=database_name;User
ID=..;Password=.."/> 
</appsetting>
and in page
string strConnString =
ConfigurationManager.ConnectionStrings["connection"].ConnectionString.ToString();

using ConfigurationManager, Configuration classes
Example
ConfigurationManager.ConnectionStrings
["str"].ConnectionString;