Could not connect to database

Hello I am new to the ASP.NET project and using Microsoft ASP.Net Web Matrix. When I try to connect to an Access Database it is no problem, but do I try to set up an connection with a SQL or MSDE database there is a problem.

It can not connect with my SQL server and gives the error:
Could not create new database.

What can be the problem. My MSSQL Server is running perfect.

Greets
Ben
HollandNeed more information. Are you using a connection string or creating a connection object in Visual Studio. Can you find your SQL Server instance in the VS Server Explorer?