Creating a connection string by hand is quite difficult, however you create a connection string as follows:

1) Create an empty text file in windows explorer and rename it to X.UDL
2) Double click on it and the datalink provider dialog will appear.
3) Select the provider tab. Find the provider for your data access method and click next.
4) Select your source 
5) Test the connection and save it.
6) Open X.UDL with a text editor to see your connections string.

You can also look at http://www.connectionstrings.com/ for examples of connection strings.