call connectionstring from app/web configuration file..

Web application and Window application........

<?xml version="1.0" encoding="utf-8" ?>
<configuration>
    <configSections>
    </configSections>
    <connectionStrings>
        <add name="payroll"
            connectionString="Data Source=SYSTEM3;Initial Catalog=payroll;Integrated Security=True"
            providerName="System.Data.SqlClient" />
    </connectionStrings>
</configuration>

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cn.ConnectionString = ConfigurationManager.ConnectionStrings["payroll"].ToString();
cn.open();

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window application
first add reference
add this reference to your project file:///C:/WINDOWS/Microsoft.NET/Framework/v2.0.50727/System.configuration.dll

Invom Technology
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ConfigurationManager.ConnectionStrings["payroll"].ConnectionString ;