Found this cool tip a while back.  At times you need a database connection string on Microsoft Windows system.  A very simple method to build that connection string is to simply create any file with a ".udl" extention on your desktop (can be anywhere).  For example, create a file on your desktop and called it db.udl.  Now, double click on it.  The "Data Links" properties window should open and give you the ability to build any type of database connection.

Once the connection is built, click OK and the window disappears.  Now simply open the db.utl file you created with notepad.  There should be your new connection string!

Pretty handy!