Windows Forms - How To Use SQL Server Express Database In Production

I have a windows forms application that I would like to put in production on several machines. Each machine will contain it's own data and does not need to be networked.

I can use my local connection right now to access the data, but I would like to change my connection so that it will work when installed on a client's machine.

My Current connection string looks like this:

Data Source=.SQLEXPRESS;AttachDbFilename="C:Documents and SettingsMYNAMEMy DocumentsVisual Studio 2005ProjectsInterimApplicationInterimApplicationInterim.mdf";Integrated Security=True;User Instance=True

I believe I could use something like this:

Dim connectionString as string = "Data Source=" & Environment.GetFolderPath(Environment.SpecialFolder.ProgramFiles) & "/InterimApplication/data/Interim.mdf;Integrated Security=True;User Instance=True"

However, I am not sure. Also, if the client does not install to the default directory, then this may cause the application to not work properly.

Lastly, I am not sure if the client machine needs any additional software on their computer in order for the application to be capable of connecting to the data source.

Any recommendations, ideas, comments, or general help is greatly appreciated.