C# Database Connection Class

Hey
i have to make a Database class.
I have a MainForm.cs inside that i have a SettingWindow.cs where i have a some controls such as TextBoxes,RadioButtons,ComboBoxes,
so when the form_load i'm using the Connectionstring from the app.config file but when the user
use the textbox for authentication i just want to test the connection thats it.but the problem im having is that "
The Form_load connection shows database connected but when i am in the settingwindow.cs the database connection is lost.
can you please show where im doing it wrong and if there is a better way doing this ?
thanks

I have so far
public class DAL
{
 
        SqlSetting sqlSetting = new SqlSetting();
        string SqlConnectionString = "";
        ConnectionState constate;
        TextBox tbx_server = new TextBox();
        TextBox tbx_dbName = new TextBox();
        TextBox tbx_userName =new TextBox();
        TextBox tbx_password = new TextBox();
        ToolStripStatusLabel tssDbStatus = new ToolStripStatusLabel();//updating status bar
        SqlConnection conn;

        public DAL()
        {
            SqlConnectionString = "Data Source=(" + sqlSetting.Server + ");Initial Catalog=" + sqlSetting.DatabaseName + ";Persist Security Info=True;User ID="
                                       + sqlSetting.UserName + ";" + " Password=" + sqlSetting.Password + ";" + "Encrypt=false";
        }
 
        public DAL(TextBox tbxServer,TextBox tbxDbName,TextBox tbxUserName,TextBox tbxPassword)
        {
            this.tbx_server = tbxServer;
            this.tbx_dbName= tbxDbName;
            this.tbx_userName = tbxUserName;
            this.tbx_password = tbxPassword;
        }

        public SqlConnection Conn
        {
            get{return conn;}
            set
            {
                if (conn == null)
                {
                    conn = GetDBConnection();
                }
                else
                {
                    MessageBox.Show("Connection exists : " + conn.State);
                }
            }
        }

        public SqlConnection GetDBConnection()
        {
            conn = new SqlConnection(SqlConnectionString);
            try
            {
                conn.Open();
                MessageBox.Show("Success\n"+conn.State);
            }
            catch (Exception ex)
            {
                MessageBox.Show(ex.Message,"Error");
            }
            return conn;
        }

     
        /// connects to the sql database using the settings from the Application Settings.
        public void DBConnectionAppSetting(ToolStripStatusLabel tsDbStatus)
        {
            this.tssDbStatus = tsDbStatus;
            try
            {
                conn = new SqlConnection(SqlConnectionString);
                conn.Open();
                constate = ConnectionState.Open;
                tssDbStatus.ForeColor = Color.Green;
                tssDbStatus.Text = "DB Connected";
            }
            catch (Exception ex)
            {          
                tssDbStatus.ForeColor = Color.Red;
                tssDbStatus.Text = "DB Not Connected";
                // Show error message.
                MessageBox.Show(ex.Message);
                // Stop here
                // return;
            }
            finally
            {
                // myConnection.Close();
            }
        }

        /// returns the state of the curent sql connection.
        public ConnectionState conState()
        {
          return constate;
        }


        public void changeUploadGroupBox(string )
        {

        }

    }
}
and i am using it like this
 DAL dbCon = new DAL()
dbCon.Conn();