Hi, a couple of things to check. First, go to a code window and go to the tools... references on the menubar. Look at your references and make sure you have the correct db references set with your db.
Second, go to start...settings...control panel...administrative tools...data sources and open the odbc data source administrator. Look at your user dsn settings and make sure that you have the right db connection setup. If you are connecting to an oracle db, make sure that you use the proper Oracle components installed. Oracle will use a tnsnames.ora file that will contain the connection string information. If it is working properly you should be able to execute a sqlplus test successfully.