Error Connecting to SQL Sever 2005

Question

I am getting this error when I try to connect using the SqlConnection object:

An error has occured while establishing a connection to the server.  When connecting to SQL Server 2005, this failure may be caused by the fact that under the default settings SQL Server does not allow remote connections. (provider: Named Pipes Provider, error: 40 - Could not open a conncetion to SQL Server)

What do I need to change or do in order to programmatically connect to a database?