Inputting a connection string into a web.config file

I've created a login page and as far as I can see, I've done all of the steps needed to get this up and running on the website except I don't know where to input the connection string into the web.config file.  I used Microsoft Visual Web Developer 2010 Express to create the web.config file and the coding in the file is not like any examples I've found online of where to add the connection string (I used a tutorial to create the login page, web.config file, etc and as far as I know the coding in the web.config file is the same but unfortunately the tutorial was only for creating the files, not getting them up onto the server).  The web.config file I have is:
<?xml version="1.0" encoding="utf-8"?>
<configuration>
<system.web>
<authorization>
<deny users="?" />
</authorization>
<authentication mode="Forms" />
</system.web>
</configuration>

And the conn ...