sqlconnection cn =new sqlconnection("uid=sa;pwd=sa;data 
source=servername;database=databasename");

SqlConnection conn = new SqlConnection("Data 
Source=ServerName;Initial Calalog=DatabaseName;User 
ID=username;Password=password")

go to project->add reference->adodb

DECLERATION

    Dim con As ADODB.Connection
    Dim cmd As ADODB.Command
    Dim str, cnstr, sql As String
    Dim cn As OleDb.OleDbConnection


FORM LOAD 
     
    Private Sub Form1_Load(ByVal sender As System.Object,
ByVal e As System.EventArgs) Handles MyBase.Load
        con = New ADODB.Connection
        con.Open("Provider=Microsoft.Jet.OLEDB.4.0;Data
Source=c:\new folder\employee.mdb")
    End Sub

in the source you have to give the path of ur file name..