Q:

SQL Server Express 2008 connection issue; trying to connect to localhost

I've become stuck with an issue that I am sure is on- the- nose simple to fix, but this is my first time trying to connect to SQL Server Express 2008 R2. It's on my local machine, and my error is the standard: 
"Cannot open database "Market" requested by the login. The login failed. Login failed for user 'KR\user'."
In SSMS, here are some of the connection properties:
Authentication Method: Windows Authentication
User Name: KR\user
Server Name: KR\SQLEXPRESS
Instance Name: SQLEXPRESS
Here is my connection string:
Data Source=localhost\SqlExpress;Initial Catalog=Market;Integrated Security=True
Here is how I'm attempting to connect via C#:
connectionString = "Data Source=localhost\\SqlExpress;Initial Catalog=Market;Integrated Security=True";    
sqlConnection = new SqlConnection();
sqlConnection.ConnectionString = connectionString;
sqlConnection.Open();

Edit:My attempt with a different syntax was this connection string: 
"Data Source=.\SQLExpress;AttachDbFilename='C:\Program Files\Microsoft SQL Server\MSSQL10_50.SQLEXPRESS\MSSQL\DATA\Market.mdf';Integrated Security=True;

Using it with the same calling code changes the error to: 

An attempt to attach an auto-named database for file C:\Program
  Files\Microsoft
                  SQL Server\MSSQL10_50.SQLEXPRESS\MSSQL\DATA\Market.mdf failed. A database with the same name exists, or specified file cannot
  be opened, or it is located on UNC share.

Edit: I found the properly formatted connection string by right- clicking the database in database explorer, going to properties, then copy/ pasting the connection string property into my code. Thx...

A:

You need to setup the permissions for this user on your instance of SQL Server Express.
A server login (using Windows Authentication), a database user that is attached to the login and the permissions on the databases this user will be accessing all need to be setup.

