Hi Shital, Try this
"data source=localhost; initial catalog=NorthWind;uid=sa;pwd=<your sa password>" />
Another way is this
in yuor app web.config
<add key="UsrConnectionString" value="data source=localhos; initial catalog=Northwind;uid=sa;pwd=sa" />
and your webform
Dim oSqlConnect As New SqlConnection(ConfigurationSettings.AppSettings("UsrConnectionString"))
oSqlConnect .Open()