Question SQL connection is not being established in VS 2010

[Dha...1]

I've just installed Visual Studio 2010 Ultimate in my windows 7.
And, when I try to insert a new database connection, the error comes is:

 

[jmcilhinney]

Do you have SQL Server Express installed? Is the service running? Is it configured to allow user instances?

 

[Dha...1]

How to know these things?