Data Source Configuration Wizard.

Ok so I'm trying to set up a database so that I can save records and than click an open button and list out the records. I'm walking through the wizard and I believe I have chosen the correct options so far (Database --> Dataset --> New Connection) but I'm not really sure what I need to select for the "choose data source" box.

EDIT: When this project is complete I will be storing the information on our server but for now it will be saved locally to this machine. I don't know if that will make a difference or not.

I have tried looking around for a solution or at least information for this topic but what I have been able to find is confusing since this is my first time working with a database... :confused:

The list has the following options:

Microsoft Access Database File
Microsoft SQL Server
Microsoft SQL Server Compact 4.0
Microsoft SQL Server Database File
<other>

I will have a list of information that I want to save to the database (customer name, date, job type, etc...) Over time this database will have a lot of records so I'm not sure if this is really the right route to take but if it is what option should I select so that I can save this information and than retrieve it later.

Thanks,
Ryan