The connection string you're using doesn't look like valid ODBC connection string. Use ODBC manager to create File DSN, open it in any text editor and copy connection string from there.

>I am trying to open a local SQL Server database. From the VS 2005 interface, the connection string gives this:
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>Data Source=.\SQLEXPRESS;AttachDbFilename="D:\Visual Studio Projects\Test\Test.mdf";Integrated Security=True;User Instance=True
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>So, from VFP, I do this:
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>lcSQLString=[Data Source=.\SQLEXPRESS;AttachDbFilename="D:\Visual Studio Projects\Test\Test.mdf";Integrated Security=True;User Instance=True]
>lnSqlHandle = SQLSTRINGCONNECT(lcSQLString)
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>But, as soon as I execute the SQLSTRINGCONNECT line, I have this Select Data Source window which is appearing. How can I succeed to open this connection?