A good "tool" to get a connection string is to create a new textfile somewhere (e.g. "test.txt") and rename that to have "udl" as extension ("test.udl"). Then double click the udl file and establish a connection to that database. Save the file, and open it with any text editor, then you find a connection string you can use.
; Everything after this line is an OLE DB initstring
Provider=SQLOLEDB.1;Password=MySecretPassword;Persist Security Info=True;User ID=SQLServerLogin;Initial Catalog=MyExternalDatabase;Data Source=SQLServerName\Instance