Try
Dim connectionString AS String = "Server=my_server;Database=name_of_db;User Id=user_name;Password=my_password"
And replace my_server, name_of_db, user_name and my_password with your values.
then Using sqlCon = New SqlConnection(connectionString)
should work
also I think your SQL is wrong, it should be SET clickCount= clickCount + 1
I think.
And on a general note, the page you link to has a link called Connection String which shows you how to do this.