This is just a collection of notes that may someday become a cohesive reference.

Error: The user is not associated with a Trusted SQL connection.

You might've specified the wrong user name, double-check that. Next if you're using SQL 2005 (including Express), go to the properties of your instance and see if you're allowing just Windows Authentication. Any SQL logins you create while in this mode are basically useless.

ADO Connection Strings

Use Windows NT Authentication

When you have a database set to authorize via Windows NT accounts, you can specify the password as you normally would. However, one of the great boons of this setup is leaving the password out entirely and letting Windows authenticate based on who is logged in! All you have to do is add Trusted_Connection=yes to your connection string!

Thanks: ADO Connection Strings - The Code Project.