SQL Express database disappears upon connection attempt from Visual Basic Express

I realize that the Visual Studio Express editions only allow one to use the wizards to connect to local data so I thought I'd try to code the connection to SQL Server 2005 Express. Using the first couple of chapters of ADO.net StepbyStep and a trusted connection string "Data Source=jeff;initial catalog=Adostepbystep;integrated security=SSPI;" I get an error that the login has failed. What's worse is that every time there is an unsuccessful login, the original database disappears from SQL express. The only thing that remains is the database name -all the associated tables, views, etc are gone! Is there an online guide or book I can purchase to learn how to properly connect VB 2005 express to SQL server express databases. I will eventually purchase the Professional software products but have to wait for FY 07 - can anyone please help? Thanks
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Check this site

also try to use this connectionstring
connection string
<add key="ConnectionString" value="Provider=SQLOLEDB.1;Integrated Security=SSPI;Persist Security Info=False;Initial Catalog=Adostepbystep;Data Source=Jeff;U=xxx;P=xxx" />
hi do you still need assistance

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