Starting with VB2005 and SQL Server 2008 Express Edition

Good day,

I have a lot of programming experience in languages other than VB, but I have done a limited amount of programming in it. I have extensive experience with Microsoft Access in databases.

I am looking at two options:
1. Connect MS Access to SQL Server 2008 Express and using the latter to run the data and Access just does reporting and data input
2. Writing a VB application to connect to SQL Server 2008 Express to handle the data entry instead of using Access.

There is nothing about VB that is inherently difficult for me, as I've used it before as well as other GUI development environments. However I'm finding it difficult to try out SQL Server 2008 Express to connect to a database from VB.

So far I've used the import tool on SS2008E to import an MDB into an MDF. Now I want to know how to connect to the data from a VB application and handle it. In Access we are just inputting data in simple forms and not doing very much more than that with it. The reason I want to use VB instead is to be able to get better multi-user performance with the databases than Access will be able to handle, and I figured it should be really really simple to do.

Now maybe I'm wrong and the learning curve from MS Access to VB is really steep. but how hard can it be to get a connection from a VB application to the SQL Server 2008 Express database? Well, the documentation seems pretty hard to find. Anyway this is what I tried:

On the right hand side of VS's window I have a window called "Data Sources". There is a link to "Add Data Source"
When I click this it opens a window that asks me to choose a data source type. I choose Database
The next screen asks me to choose a data connection. There aren't any in the dropdown list but there is a button to create a New Connection.
I click this button and get a screen asking me to choose a kind of Data Source. it lists a number which include
Microsoft Access - I'm not using an Access database.
ODBC Data Source - I can't set one up so this can't be the right one?
Microsoft SQL Server - I couldn't get this to work because the wizard couldn't connect to the SQL Server 2008 Express system installed on my computer.
Microsoft SQL Server Database File - when I tested the connection it worked, but when I clicked OK it said "This server is not supported, you must have MS SQL Server 2005 Beta 2 or later"
Other - I tried .NET Framework Provider for OLE DB from this list and choose the provider for SQL Server Native Client 10.0 and tried to get a connection that way. But I couldn't get a connection to work.

Which is the type of data source I should be using to connect VB 2005 to SQL Server 2008 Express edition, or is it not possible to do this?
It appears ODBC is not going to work because there is not a driver available that could connect.
If one of the above is supposed to work then what else could be wrong?

Thanks for all help in advance.

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