not connect sql server

---------configure sql connection string in application page
Imports System.Data.SqlClient
Namespace My

    Partial Friend Class MyApplication

        Const cnstr As String = "Data Source=.;Initial Catalog=dbName;User ID=sa;Password=pwd;"
        Public cn As New SqlConnection(cnstr)

        Private Sub MyApplication_Shutdown(ByVal sender As Object, ByVal e As System.EventArgs) Handles Me.Shutdown
            cn.Close()
        End Sub

        Private Sub MyApplication_Startup(ByVal sender As Object, ByVal e As Microsoft.VisualBasic.ApplicationServices.StartupEventArgs) Handles Me.Startup
            Try
                cn.Open()
            Catch derror As SqlClient.SqlException
                MessageBox.Show("Error Occured:" & e.ToString)
            End Try
        End Sub
    End Class

End Namespace
--------use it as follows in .vb page
Dim cmd As New SqlCommand

Public Sub FinMstCodeList_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
     cmd.Connection = My.Application.cn
End Sub