This is a sample connection string which you can use with MS SQL 2005 / 2008 under ASP.NET:
<add name="connStr" providerName="System.Data.SqlClient" connectionString="Data Source=YYYY;Initial Catalog=XXXX;User ID=XXXXX;Password=XXXXX;" />
Data Source = YYYY - You need to use the server address listed in "Database server" field when you were creating your database in Plesk.
For security reasons, we have changed specific settings with XXXX
NOTE: You MUST include the full database name, which consit of the user prefix and the name that you have given, for example XXX_DB