Firstly, either you will need two '\' characters together or an '@' in front of the string:
string cs = "Data Source=MASTER\\MASTER;Initial Catalog=FilmDB;Integrated Security=True;Pooling=False";
string cs = @"Data Source=MASTER\MASTER;Initial Catalog=FilmDB;Integrated Security=True;Pooling=False";
In a string, '\' introduces an escape sequence - a character you can't enter normally such as double quote, or new line - Double backslash is the escape sequence for backslash. The '@' turns backslash escaping off.
Secondly, check your connection string: if you click on a database in the Server Explorer, the appropriate connection string is shown in the properties pane.
When you say "the program still doesnt work" what do you mean? Do you get an exception? If so what? If not, what does happen that you aren't expecting, or does happen that you aren't?