Copy/Paste what is below into your code:
SqlConnection cnTrupp = new SqlConnection("Initial Catalog = Database;Data Source = localhost;Persist Security Info=True;Integrated Security = True;");
Keep in mind that this solution uses your windows account to log in.
As John and Adam have said, this has to do with how you are logging in (or not logging in). Look at the link John provided to get a better explanation.