Problem With Using SQLExpress On The Server.

I have a small ASP.NET 2.0 that uses an instanse of SQLExpress. The connection string looks like this:

<connectionStrings>

<add name="DatabaseConnectionString" connectionString="Data Source=.SQLEXPRESS;AttachDbFilename=|DataDirectory|Database.mdf;Integrated Security=True;User Instance=True" providerName="System.Data.SqlClient"/>

</connectionStrings>

It works fine when I use it in file system. When I copy it to the server ( IIS6 on Windows Server ) it gives me an error:

An error has occurred while establishing a connection to the server. When connecting to SQL Server 2005, this failure may be caused by the fact that under the default settings SQL Server does not allow remote connections. (provider: SQL Network Interfaces, error: 26 - Error Locating Server/Instance Specified)

I tried changing the path to the local path on the server but it did not help.

Any help would be greatly appreciated.