The easiest way to create and verify a connection string is to right-click your desktop and select New->Microsoft Data Link. This brings up a pretty straightforward dilaog for configuring your database connection (including a connection test). After that, the "data link" is on your desktop as a text file. Open the file and copy-paste the connection string.
An excellent resource for connection strings is this webpage: http://www.able-consulting.com/tech.htm. If you need to change the database from a running application, you might want to invoke the configuration dialog via ActiveX (MSADASC.IDataSourceLocator).
