Can Someone Tell Me What I Did Wrong?

My code is below. It gives me an error message that says:
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)

My code is:
SqlConnection TestConnection = new SqlConnection();
SqlDataAdapter TestAdapter = new SqlDataAdapter();
DataTable TestTable = new DataTable();
int RowPosition = 0;

private void MainForm_Load(object sender, EventArgs e)
{
this.MarketStatus();
TestConnection.ConnectionString = @"Data Source=I:DocumentsVisual Studio 2005ProjectsStockProjectStockProjectstocks.sdf;Integrated Security=SSPI";
TestConnection.Open();
TestAdapter = new SqlDataAdapter("Select * From StockInfo", TestConnection);
SqlCommandBuilder TestCommandBuilder = new SqlCommandBuilder(TestAdapter);
TestAdapter.Fill(TestTable);
this.DatabaseTest();
}
private void DatabaseTest()
{
if (TestTable.Rows.Count == 0)
{
txtStockSymbolTest.Text = "";
txtLastTrade.Text = "";
return;
}
else
{
txtStockSymbolTest.Text = TestTable.Rows[RowPosition]["StockSymbol"].ToString();
txtLastTrade.Text = TestTable.Rows[RowPosition]["LastTrade"].ToString();
}

}

private void MainForm_FormClosed(object sender, FormClosedEventArgs e)
{
TestConnection.Close();
this.Close();
}