You'd be better off PM'ing a moderator to place this in the appropriate forum.

If you are using .Net, then there is an app.config file which is an XML settings file external to your application which allows you to define settings. It has a connectionstrings node specifically for connection strings also.

If you are using ASP.Net, there is a web.config file which is similar in nature. You can search the following terms upon this forum in order to retreive sample code for all of this:
  1. App.config or connectionstrings - can put my name in the user box to shorten the results. This will describe storing the values along with code to retreive them.
  2. messagebox.show

There may be similar in the vb6 forums if you perform a search for something like config file or configuration file...