How To Connect Using C#

Hi

I'm trying to connect to a MS SQL Server using ASP.NET / C#. I've
already got some VB code that works but I'm unable to translate it to
working C# code. Can anyone help me out?

Working VB code:

Dim Conn
Conn = CreateObject("ADODB.Connection")
Const ConnectionString = "DSN=dsn_name;database=database_name"
Conn.Open(ConnectionString, "user_name", "password")

Not working C# code:

string ConnectionString = "Initial Catalog=database_name;" +
"Data Source=dsn_name;" +
"User ID=user_name;" +
"Password=password;" +
"Integrated Security=SSPI;";

SqlConnection Connection = new SqlConnection(ConnectionString);
Connection.Open();
Connection.Close();