Getting Started - Connection Problem

I'm sure this has been asked previously and serached the forum with no luck.  I'm using vb05-express to connect.  I create the db in the folder the program executes from.  The connection string is as follows;
Dim myCn As New SqlConnection
           
myCn.ConnectionString = "Server=.SQLExpress;Database=TestDb.mdf;" & _
                        "Integrated Security=True;" & _
                        "Type System Version=Latest;" & _
                        "User Instance=True"
myCn.Open()



The error msg is;

Cannot open database "TestDb.mdf" requested by the login.  Login failed for "machinename'default.

Is this an authorization issue?

Appreciate any help you can provide