Trying to connect to an SQLEXPRESS database

I keep getting the error "An OLE DB Provider was not specified in the ConnectionString.  An example would be, 'Provider=SQLOLEDB;'." When I add "Provider=SQLOLEDB;" to my connection string it gives me an unknown error. What I don't get is that I got my connection string from visual web developer 2005 by adding a database using the wizard and then copying the connection string it provided - I also tested this connection in the wizard and it said it was fine. I have attached a snippet of the code I am using to connect to the database and here is the code that is in my web.config file:

<connectionStrings>
    <add name="TD_HOLIDAYSNT_LIVE" connectionString="Data Source=BAA02662\SQLEXPRESS;Initial Catalog=TD_HOLIDAYSNT_LIVE;Integrated Security=True"/>
  </connectionStrings>

I must admit I'm not familiar with setting up databases and creating connection strings, and it wouldn't surprise me one bit if someone here told me that I should be putting in a different provider or something silly like that.

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string connectionString = ConfigurationManager.ConnectionStrings["TD_HOLIDAYSNT_LIVE"].ConnectionString;
 
OleDbConnection myConnection = new OleDbConnection(connectionString);
myConnection.Open();
 
OleDbCommand myCommand = new OleDbCommand();
myCommand.Connection = myConnection;