Connectionstring Problem

Hi all,
I use Visual Studio 2005 Pro. I have a problem with the connectionstring as it changes after I close and reopen the program. The first time it works fine, but after that I get an error message saying:
The (Database) already exists. Choose a different database name.
I really can not understand why? Why it connected the first time? What does this message mean? and How can we go around this problem?