How To Use ProviderName, User ID, Password, And Connection Saved In Web.config And SqlDataSource

Just downloaded and installed the VS 2008 Express and created/tested some websites.   I have done several aspx websites using VS 2005 during the
last 2 years.  Still I don't quite understand the details of coding the database connection and DataBing.  For example, what does 'providerName',
and Integrated Security really mean?

Why in the Web.config file these are providerName="System.Data.SqlClient" and Integrated Security=True?  Why in Default.aspx
there are both ntegrated Security=True;and USER ID=WEB; Password=webwebweb1".  I know these may deal with the authentication mode of my SQL Server
database.

For the VS 2008 Express and SQL Server 2005 Express, I installed in my XP home PC, I used the file system websites,  If I upgrade to XP Pro and install IIS
web server, and use SQL Server 2005, what might be different? 
Jeffrey 
Web.config 
<connectionStrings>
        <add name="NorthwindConnectionString" connectionString="Data Source=D5MRY6G1SQLExpress;Initial Catalog=Northwind;Integrated Security=True"
            providerName="System.Data.SqlClient" />
    </connectionStrings>
Default.aspx 
<asp:SqlDataSource ID="SqlDataSource1" runat="server"
        ConnectionString="Data Source=D5MRY6G1SQLExpress;Initial Catalog=Northwind;Integrated Security=True; USER ID=WEB; Password=webwebweb1"
        ProviderName="<%$ ConnectionStrings:NorthwindConnectionString.ProviderName %>"
MasterDetail.aspx 
<asp:SqlDataSource ID="SqlDataSource2" runat="server"
        ConnectionString="<%$ ConnectionStrings:NorthwindConnectionString %>"