I followed these steps to create my connection string:
1) Right-click an empty spot on the desktop and choose NEW, TEXT DOCUMENT from the context menu
2) Save it with a .udl extension, and click yes when it asks are you sure.
3) Double-click the new udl file you just created. It will open a dialogue. Go to the Provider tab, and choose the appropriate provider.
4) Go to the Connection tab and fill in the server name and database name, and choose NT authentication (or use a specific username and password, which is SQL authentication). Now click Test Connection. If it works, you're ready to click OK and move on to the final step. If it doesn't you need to resolve permission issues, or you've mis-typed something.
5) right-click the file on the desktop and open it in notepad. It will display the connection string that you can copy and paste to wherever you need it.
This is the connection string I got:
Set conn = Server.CreateObject("ADODB.Connection")
conn.Open "Provider=SQLOLEDB.1;Password="&DatabasePass&";Persist Security Info=True;User ID="&DatabaseUser&";Initial Catalog="&DatabaseName&";Data Source="&DatabaseServer
I am getting this error :
Microsoft OLE DB Provider for SQL Server error '80004005'
[DBNETLIB][ConnectionOpen (Connect()).]SQL Server does not exist or access denied.