Facing Problem with Database connection

Hi all,
I am frequently losing the connection to the database.
i am using OLE DB driver for connection.
My Connection String:
"PROVIDER=SQLOLEDB;SERVER=my source;DATABASE=sampledb;UID=sa;PASSWORD="

Error Type:
Microsoft OLE DB Provider for SQL Server (0x80004005)
[DBNMPNTW]ConnectionOpen (CreateFile()).

Please provide a solution to overcome the above problem.

thanks alot,
venkat.