I ran into this problem yesterday and let it go until this morning. I got this error message and had a hard time figuring it out. Here is a link to the MSDN Forum thread discussing this: http://social.msdn.microsoft.com/forums/en-US/vblanguage/thread/94868d04-de4f-44a9-a362-4ffb1f130bae
This particular thread is specific to Visual Studio Express but is really applicable to all editions of Visual Studio 2005.
Open your project’s properties tab.
In the Debug section uncheck “Enable the Visual Studio hosting process”.
This will allow you to find out in more detail what the problem is. In my case I forgot to code in the password in the connection string.
Afterwards, you can check the “Enable the Visual Studio hosting process” option again.