I already anwered this question in this link http://www.daniweb.com/forums/post907913-3.html
Change connection details as below
<connectionStrings>
<add name="MyXT" connectionString="Database=XT;Server=YourServerName;Integrated Security=True" providerName="System.Data.SqlClient" />
Replace 'YourServerName' with the name of the server name and instanace name. For example if your server name is HPSERVER1 and SQL server 2000 instance name is HPSQL2000, then connection string will be
<add name="MyXT" connectionString="Database=XT;Server=HPSERVER1/HPSQL2000;Integrated Security=True" providerName="System.Data.SqlClient" />
If you have default instance for SQL Server 2000, then
<add name="MyXT" connectionString="Database=XT;Server=HPSERVER1;Integrated Security=True" providerName="System.Data.SqlClient" />