Connection String

Question

I've just installed VS .net 2005. I tried to add a data source that bind to a SQL database located in my machine.
Then I inserted a data grid on the form, and launching the app i can see all working well (the datagrid is filled with data from the SQL database)

The problem is: if i have to give this program to a customer, how can i change the connection string to make it work on the customer server? there's a way to change this Connection String dinamically, by code?