Imports System.Configuration
Imports System.Configuration.ConfigurationManager

        Dim config As System.Configuration.Configuration = ConfigurationManager.OpenExeConfiguration(ConfigurationUserLevel.None)          
        config.ConnectionStrings.ConnectionStrings("MyProject.Properties.Settings.MyProjectConString").ConnectionString = "Provider=Microsoft.Jet.OLEDB.4.0;DataSource=|DataDirectory|\SampleDB;Persist Security Info=True;"
        config.Save(ConfigurationSaveMode.Modified)

其中 MyProject.Properties.Settings.MyProjectConString 是项目的名称和连接字符串。

Where MyProject.Properties.Settings.MyProjectConString is the name of your project and connection string.