VB.Net/Database ADO.net/SQL Server Connection String

Connection without User Name and Password

Imports System
Imports System.Data
Imports System.Data.SqlClient
Module Connection_Sql
   Sub Main()
      Dim connString As String = "server=(local)\SQLEXPRESS; " & _
         "integrated security=true;"
      Dim conn As New SqlConnection(connString)
      Try
         conn.Open()
         Console.WriteLine("Connection Opened")
      Catch ex As SqlException
         Console.WriteLine("Error: " & ex.ToString())
      Finally
         conn.Close()
         Console.WriteLine("Connection Closed")
      End Try
   End Sub
End Module

SqlConnection Connection String for SQL server Express

Imports System
Imports System.Collections
Imports System.Data
Imports System.IO
Imports System.Xml.Serialization
Imports System.Windows.Forms
Imports System.Data.SqlClient

Public Class MainClass
    Shared Dim WithEvents con As SqlConnection
    Shared Sub Main()
        con = New SqlConnection("Server=(local)\SQLEXPRESS;Initial Catalog=master;Integrated Security=SSPI") 
        Dim cmd As New SqlCommand()
        cmd.rumandText = "PRINT("This raises an InfoMessage event")"
        cmd.Connection = con
        Try
            con.Open()
            cmd.ExecuteNonQuery()
        Finally
            con.Close()
        End Try
    End Sub
    Shared Sub con_InfoMessage(ByVal Sender As Object, _
                 ByVal E As SqlInfoMessageEventArgs) Handles con.InfoMessage
        Console.WriteLine( _
                   "{0} - {1}", "InfoMessage", E.Errors.Item(0).ToString())
    End Sub
End Class