Note: if you have no username or password, on the Database then use follwoing code .
<%
set db=server.CreateObject("Adodb.connection")
connstring="Provider=microsoft.jet.oledb.4.0; Data source=C:\db\asp.mdb"
db.open(connstring)
%>
My SQL
set Conn = server.createobject("ADODB.Connection")
Conn.open "PROVIDER=SQLOLEDB;DATA SOURCE=servername;User ID=username;_
Password=password;DATABASE=databasename;"
There's your MS SQL string. Be sure to change servername to the name of the server (localhost, computername, or IP), and to change username, password, and databasename to match those of your database.