How can Connect to the SQL Server and Run Commands in VB.Net & C# ?

If you have difficulty to connect to the SQL Server, read this post, it can help you to understand the fundamental:
First let me to explain the basic objects:
1.SqlConnection
This objects contains SQL Connection String, other objects use this object to connect to the SQL Server
2.SqlCommand
This object contains SQL Commands that will be run, it can carry SQL commands or Stored procedure name.
3. SqlDataAdapter
If you want to run Commands that return data (records), you should use this object, it can bring data from SQL Server to your application

now we are familiar with the basic objects that we need to connect to the SQL Server, let start to write the function that run the SQL command for us.

[VB.NET]

Private Sub ConnectToSQLServer()
Try
            Dim SqlConnection As New Data.SqlClient.SqlConnection(
"Integrated Security=SSPI;Persist Security Info=False;Initial 
Catalog=Diet;Data Source=.\server2008")
            Dim SQLcommand As New Data.SqlClient.SqlCommand("SELECT * FROM Foods", SqlConnection)
            Dim SqlDataAdapter As New Data.SqlClient.SqlDataAdapter(SQLcommand)
            Dim DtResult As New DataTable
            SqlConnection.Open()
            SqlDataAdapter.Fill(DtResult)
            SqlConnection.Close()
        Catch ex As Exception
            Throw ex.InnerException
        End Try
    End Sub

[C#]

private void ConnectToSQLServer()
{
    try {
        System.Data.SqlClient.SqlConnection SqlConnection = new System.Data.SqlClient.SqlConnection
("Integrated Security=SSPI;Persist Security Info=False;Initial Catalog=Diet;Data Source=.\\server2008");
        System.Data.SqlClient.SqlCommand SQLcommand = 
           new System.Data.SqlClient.SqlCommand("SELECT * FROM Foods", SqlConnection);
        System.Data.SqlClient.SqlDataAdapter SqlDataAdapter =
          new System.Data.SqlClient.SqlDataAdapter(SQLcommand);
        DataTable DtResult = new DataTable();
        SqlConnection.Open();
        SqlDataAdapter.Fill(DtResult);
        SqlConnection.Close();
    } catch (Exception ex) {
        throw ex.InnerException;
    }
}