I Can't Connect To My Local Sql Db With Sql Authentication

Hello,

I am unable to connect to my local sql server express db. I would like to test my app and its not connecting.
It works when I use windows authtentication Trusted_Connection=yes
but not when i use: user id=sdvaid; password=sdavid

Const connectionString = "Data Source=SDAVIDSQLEXPRESS;Initial Catalog=intranet;user id=sdavid;password=sdavid"

Dim conn As SqlConnection = New SqlConnection(connectionString)
Dim cmd As SqlCommand = New SqlCommand("select * from Users", conn)
cmd.CommandType = CommandType.Text
Try
conn.Open()
cmd.ExecuteNonQuery()
Catch ex As Exception
Response.Write(ex.ToString())
Finally

conn.Close()
End Try

thanks.

Here is the error: "SQL Server does not exist or access denied."

Please advise...