When connecting to SQL Express you must postfix the server name with "\SQLExpress".
The following formats are acceptable:
- <MyComputer>\SQLExpress where <MyComputer> is the network name of your PC
You must make the database with SQL Server Management Studio.
If you make the database with Visual Studio inside of a project, DBSD won't be able to connect.
Make the database with Management Studio first and connect/attach to the database from inside Visual Studio.