Connect a report to an application database

I added a database named appdata to the app_data folder to hold temporary application data. I want to show this data in a report. I created a dataset and an object to select the data. I then created an report.fdlc and a report.aspx with a ReportViewer on it pointing to the dataset object. If I right click on the report.aspx and View in Browser, it work perfectly. But when I upload it to the server I get and browse to it I get (provider: SQL Network Interfaces, error: 26 - Error Locating Server/Instance Specified). The server does allow remote connections. So I am thinking it's my connection string of the fact that the server doesn't have Sql Server Express.?

Here's my connection string. What am I missing here?

<

addname="appdataConnectionString"connectionString="Data Source=.\SQLEXPRESS;AttachDbFilename=|DataDirectory|\appdata.mdf;Integrated Security=True;User Instance=True"providerName="System.Data.SqlClient" />

Set the Data Source attribute to the full SQL Instance name like 'machinename\SQLEXPRESS' and try again.