"Server=<server>\SQLEXPRESS;User ID=<username>;password=<password>;Database=<databasename>;Persist Security Info=True"

Public Class Program
  Private _connectionString As String
  Public ReadOnly Property ConnectionString As String
    Get
      Return _connectionString
    End Get
  End Property
 
  Public Sub LoadSettings()
    ' Read the connection string from some storage medium
    ' Decrypt the connection string if necessary
  End Sub
 
  Public Sub SaveSettings()
    ' Save the connection string to some storage medium
    ' Encrypt it if you don't want it to be plain text
  End Sub
End Class

using System;
using System.Data;
using System.Data.SqlClient;
 
public class DataManager {
  public static DataTable ExecuteSql( connectionString ) {
    try {
      // A connection gets you access to the database.
      using ( SqlConnection con = new SqlConnection( connectionString ) ) {
        // A command has the query stuff for the database.
        using ( SqlCommand cmd = new SqlCommand() ) {
          // Always open the connection. :)
          // If the connection object is in a using statement, the Dispose
          // method closes it automatically.
          con.Open();
 
          // Set up the command and attach it to the connection.
          cmd.Connection = con;
          cmd.CommandText = "select * from mytable";
 
          // A data adapter links commands to disconnected datasets.
          using ( SqlDataAdapter da = new SqlDataAdapter( cmd ) ) {
            // Put the resultset in a data table and you're done!
            using ( DataTable result = new DataTable() ) {
              da.Fill( result );
              return result;
            }
          }
        }
      }
    } catch ( Exception ex ) {
      // Log the error
      throw;
    }
  }
}