Using the Data Link Properties dialog I chose the provider.  Then on the Connection tab, I had to type in the Server name because it did not appear in the combo box or drop down menu.  I don't know if that was the first problem or not.

I put in the application role name and password under "Use a specific user name and password:"

I checked Allow saving password.

When i got down to number 3, "Select the database on th server," I clicked the combo box and got an error: "Login failed for user 'FAELOGIN'. Reason: Not associated with a trusted SQL Server connection."

Then another message box displays: "Login failed.  Catalog information cannot be retrieved."

I don't know why i'm alway running into these stupid issues!

Jacob, what you need to do is create a connection and not an application role.

If you really want to use an application role, login using the connection, then set the application role.
Be aware that you must disable connection pooling while using application roles in ADO or else, 1 out of every 2 connections will fail. One of the problems reported about that.

I guess (hope ) applications roles in ADO will be covered in a future article.

It was preety cool to create connection string like that. I am new to sql server and spent part of the day tring to find a correct connection string. however it is not working for me. It says : [DBNETLIB][ConnectionOpen (Connect()).]SQL Server does not exist or access denied.I am using sql server express 2005 and have installed it in the partition on the server and not on C drive. does this have to do anything with the error I am getting. Also my database is on a different server than my application.