Let's make 'Connection String' in a simple way. [I dont know any other though]. This is powerful method too. Different databases can be connected using this connection string [Oracle, Microsoft Access or ODBC connection]. Standard procedure:
1. create a file with UDL extension say 'test.udl'.
2. Double click and see the magic. Dialog box opens and one can select Provider of ones choice.
3. Go to Connection Tab and select desired database. 
4. Test the Connection String.
Another good tip: open the 'test.udl' file in either notepad or wordpad connection string content are visible. Content can be copied & pasted at required place effectively.
Enjoy making connection string.
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