The following sample demonstrates how to establish a connection to a database InvMaster:

-- Connect
<%
Dim StrConnInventory
Dim ConnInventory

StrConnInventory = "Provider=SQLOLEDB.1;Data Source=HeadQtr;Initial Catalog=InvMaster;User ID=finance;Password=f!nAnCe**"

Set ConnInventory = Server.CreateObject("ADODB.Connection")

ConnInventory.ConnectionTimeout = 4000
ConnInventory.CommandTimeout = 4000
ConnInventory.Open StrConnInventory
%>

-- Disconnect
<%
ConnInventory.Close
Set ConnInventory = Nothing
%>

Related articles:

How to Connect to Database using a Connection String

Connecting to Databases in ASP.NET