ExcuteNonQuery: Connection Property Has Not Been Intialized

What is missing?  I'm lost?

private void InsertRecord(string host, int RequestID)
    {
        //int reset = 0;

        SqlConnection cn = new SqlConnection(ConfigurationManager.AppSettings["ConnectionString"]);
        cn.Open();

                str = "INSERT INTO HostName (Host,HostNameRequestID) VALUES ('" + host + "'," + RequestID + ")";

        SqlCommand cmd = new SqlCommand("", cn);
        cmd.CommandText = "INSERT INTO HostName (Host,HostNameRequestID) VALUES ('" + host + "'," + RequestID + ")";
        cmd.ExecuteNonQuery();
        cn.Close();
    }