Connecting to MS SQL Server and MSDE via Microsoft OLE DB Provider
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On the File menu, choose the New menu item.
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Select Microsoft OLE DB Provider for SQL Server from the list.
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Select the Connection tab or click the Next button and specify
how to connect to the data source:

Server Name
Select or type your server name. This is the PC name or IP address on which the
database runs.
Use Windows NT Security
Click to use integrated SQL Server login security to establish a connection to
the data source. Any user name or password supplied is ignored.
Use a specific Username and password
Click to use a supplied user name and password to authenticate your logon
information to the data source.
Select database
Select or type the database name that you want to access.
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Click the Test Connection button to attempt a connection to the
specified data source. If the connection fails, ensure that the settings are
correct.
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Click the OK button.