Look over here for an example of many types of connection strings.
http://connectionstrings.com/sql-server-2005[
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But typically when after you do your CREATE DATABASE call then you can just change the Database=master to the name of the database you created. Not with the extension, because the database has already been created on that server. If you wanted to tell a different server to attach to your external files, then the AddDBFilename would work. Take a look at the website. It is a great reference for these things.