Gentle - Men/Ladies

I am trying to use the DataEnvironment in VB to create
a report.. The connection string I'd like to use to enter my data already exists in a variable in my program... How can I use it in My Data Environment... I do not want to create it in design time as the user will have a choice up front to choose server and database where he/she wants to connect

If this is not clear, please let me know...I will rephrase...

Thank in advance