I am creating database application in VB 2008. How am i find the connection-string for that application? what are facts that i have to include in connection-string?
You don't say what database you are connecting to. You will find lots of details on a variety of databases here: http://connectionstrings.com/
Also, you would put the connection string itself into the App.config or web.config file. See also MSDN How to read connection strings from the web.config
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