For SQL server with a named INSTANCE of NETSDK eg. MyServer\NETSDK,
Windows NT authentication:-
cnn.ConnectionString = _
"Data Source=MyServer\NETSDK;" & _
"Initial Catalog=Northwind;" & _
"Integrated Security=SSPI"
SQL server authentication
cnn.ConnectionString = _
"Data Source=MyServer\NETSDK;" & _
"Initial Catalog=Northwind;" & _
"User ID=sa;Password=********"