Initialize Error Connecting To SQL Server Database

    Newbie strikes again..   I'm attempting to connect to a SQL Server database (using VS 2005).  My code generated no errors in the build but when I tried to access the database, I got the following message:

"The ConnectionString property has not been initialized."

My connection string is stored in my web.config file.  My code goes as follows:

Dim strSQL As String = "SQL string stored here"
Dim objConnection as SqlConnection = New SQLConnection(ConfigurationManager.AppSettings("name of connection string is here"))
Dim objCommand as SQLCommand = New SqlCommand(strSQL, objConnection)

objConnection.Open()

Then I go on to open my reader and such.  Where should I be initializing the ConnectionString property?

TIA,
Lesley