How Come I Can Connect To A Database Through A Datasource Control, But Not Code?

Hi I am trying to open a database connection to a Northwind database.  I can open it with a datasource control and return data to a gridview, but can't programically.  I get a sqlexception error.  this is ust for learning.

Protected Sub Button1_Click(ByVal sender As Object, ByVal e As System.EventArgs) Handles Button1.Click
        Dim S As New SqlConnection
        Dim builder As New SqlConnectionStringBuilder

        builder("Data Source") = ".SQLEXPRESS;AttachDbFilename=C:SQLNORTHWND.MDF"
        builder("Integrated Security") = True
        builder("Connect Timeout") = 30
        builder("User Instance") = True


        S.ConnectionString = builder.ConnectionString

        Me.Label1.Text = S.ConnectionString

        S.Open()
        Me.Label2.Text = S.State.ToString
        S.Close()
        Me.Label3.Text = Me.SqlDataSource1.ConnectionString.ToString


    End Sub

 The text in label2 and Label three are identical except there are "" around the datasource.

How come I can connect through the datasource control but not through code?