server = "ХХХ";
            database = "ХХХ";
            uid = "ХХХ";
            password = "ХХХ";
            using (SqlConnection cn = new SqlConnection())
            {
                cn.ConnectionString = @"SERVER=" + server + ";" + "DATABASE=" + database + ";" + "UID=" + uid + ";" + "PASSWORD=" + password + ";";
                cn.Open();
                // Работа с базой данных
                cn.ConnectionString = "SELECT ....";
                cn.Close();
            InitializeComponent();
            }

cn.ConnectionString = "SELECT ....";