whenever i try and choose the database i wish to work with like below. I end up with an error message about the user not being associated with a trusted sql server connection

cnStr = @"Data Source=server\SQLEXPRESS;Initial Catalog=sqldata;User ID=blah\me";

same with this one

cnStr = @"Data Source=STOCKYARD\SQLEXPRESS;Initial Catalog=DB;Trusted_Connection=Yes;";

i figured this was all permission based so i kept dorking around with security adding my user name to anything i could find, and also went through and dozen or so connection strings and found when i take out the DB name that i can open a connection.... as the code below works...

cnStr = @"Data Source=Server\SQLEXPRESS;Trusted_Connection=Yes;";

cn.Open();

I plan on importing another database so how will i later on choose between the two, i notice i can create logins only at the security for the sqlexpress and not for my database? did i mess up how i created the database?
i have added my username and given permissions to the security for the database i wish to connect to, but is there another step im missing? i would keep trucking but i would like to have multiple DB on the sql express and pick and choose at the code level, maybe im misunderstanding what the catalog should include or i can change the connections database at another point?