ASP.NET 3.5和SQL Server 2008

I'm new to ASP.NET and to SQL Server. I'm from the PHP/MySQL world, so I'm pretty confused with this stuff. I need help because I'm trying to make a simple blog as a first serious exercise. I can't figure out how to connect to my sql server from my c# code. my sql server is on the same machine as IIS. When i use SQL Server Management Studio, it says its connecting to BAMF\SQLEXPRESS. Is that what i should put in my connection string? A little guidance would be great.I'm new to ASP.NET and to SQL Server. I'm from