Best place to store connection string/class

I'm building an asp.net website.  
For the asp.net web pages that need a connection string, I can put the connection string in the web.config file and use it/change it as needed.  I was planning on creating a few separate projects for the reusable parts, so was going to create a few stand alone components.  However, the vb.net project does not have a web.config file, so where is the best place to store the connection string?

Also saw a friend put classes within a folder in his asp.net web project.  He was able to use web.config to store his connection string.  Is that a good idea?

Thanks for any help.
davexxxxAsked:
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eozz_2000Connect With a Mentor Commented:
I store the connectionString of my connections in a file stored in a folder that is not visible to the users that acces my application.
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MikeMCSDConnect With a Mentor Commented:
Web.config is the best place:

<configuration>
<appSettings>

<add key="ConnectionString"
        value="server=localhost;Trusted_Connection=true;database=DCP"/>

</appSettings>
.......

then put this in your code:

Private Shared ReadOnly Property connectionString() As String
        Get
            Return ConfigurationSettings.AppSettings("ConnectionString")
        End Get
    End Property

and to use it, just add the variable:

Dim connection As New SqlConnection(connectionString)
..
..

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