SQL Server Express Login Failure

I am using and learning Visual Basic 2005 Express edtion
I have created a project and wriiten/adapted code, as below, to connect to sql server 2005 express edition, that works well.

=============================================================

Dim ConnectionString As String = "Integrated Security=SSPI;" + "Initial Catalog=JIMDbase2;" + "Data Source=.SQLEXPRESS;"

conn = New SqlConnection(ConnectionString)

' Open the connection
If conn.State <> ConnectionState.Open Then
Try
conn.Open()
Catch ae As SqlException
MsgBox(ae.Message.ToString())
End Try

End If
=============================================================

Later and in the same Project, via Database explorer I 'Add connection' to the same sql database to review tables etc.
After this when I run the same code, as above, I get an error that the database is in use

If I then 'Close Connection' or even Delete the connection via Database explorer I receive the error


"Cannot open Database, "JimDbase2" requested by the login. The login failed.
Login failed for User "..".

Can anyone help on this matter?

Thanks and regards,

Jim