A connectionstring wich works:
strDSN = "Provider = SQLOLEDB.1;Data Source = [ipnumber]\[sql_instance];Initial Catalog=[database];User ID=[user];Password=[password];"
[ipnumber] = or the relevant ip number or servername; if nessecary with the portnumber
[sql_instance] = the name of the databaseserver instance; default SQLEXPRESS
[database] = the name of teh database to connect to
[user] = relevant user name
[password] = relevant password
The user must have the proper rights to connect to the database. So make sure this user is a database-user and have a proper Server Login associated.