Trouble Connecting

I'm developing locally on my computer
Installed on My computer:
OS - XP Professional
IIS
1.1.Net Framework
MSDE
WebMatrix
Macromedia DreamWeaver MX

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Having a Problem Connecting to my SQL Database using the following:
 void Button_Click(object sender, EventArgs e)
 {
 SqlConnection conNewstore;
 string strInsert;
 SqlCommand cmdInsert;
 conNewstore = new SqlConnection( "Server=(local);Integrated Security=SSPI;database=Newstore" );
 strInsert = "Insert OrderPayment ( FullName, OrderID, CustomerID ) Values (@dotnet.itags.org.FullName, @dotnet.itags.org.OrderID, @dotnet.itags.org.CustomerID )";
 cmdInsert = new SqlCommand( strInsert, conNewstore );
 cmdInsert.Parameters.Add( "@dotnet.itags.org.FullName", FullName.Text );
 cmdInsert.Parameters.Add( "@dotnet.itags.org.OrderID", OrderID.Text );
 cmdInsert.Parameters.Add( "@dotnet.itags.org.CustomerID", CustomerID.Text );
 conNewstore.Open();
 cmdInsert.ExecuteNonQuery();
 conNewstore.Close();
 }

Please Note: if I change the connection string to this
conNewstore = new SqlConnection( "Server=(local);USER ID=sa;Password=Mypassword;database=Newstore" ); It works fine.
But if I use this connection:conNewstore = new SqlConnection( "Server=(local);Integrated Security=SSPI;database=Newstore" ); It does not work
Any Help would be Great!! Thank You!



Here is the error message I receive
Server Error in '/NewStoreCS' Application.
Login failed for user 'MYNAME\ASPNET'.
Description: An unhandled exception occurred during the execution of the current web request.
Please review the stack trace for more information about the error and where it originated
in the code.
Exception Details: System.Data.SqlClient.SqlException: Login failed for user 'MYNAME\ASPNET'.
Source Error:
Line 14: cmdInsert = new SqlCommand( strInsert, conNewstore );
Line 15: cmdInsert.Parameters.Add( "@dotnet.itags.org.FullName", txtFullName.Text );
Line 16: conNewstore.Open();
Line 17: cmdInsert.ExecuteNonQuery();
Line 18: conNewstore.Close();
Source File: C:\Inetpub\wwwroot\NewStoreCS\InsertPage.aspx Line: 16
Stack Trace:
[SqlException: Login failed for user 'MYNAME\ASPNET'.]
 System.Data.SqlClient.ConnectionPool.GetConnection(Boolean& isInTransaction) +474
 System.Data.SqlClient.SqlConnectionPoolManager.GetPooledConnection(SqlConnectionString options, Boolean& isInTransaction) +372
 System.Data.SqlClient.SqlConnection.Open() +384
 ASP.InsertPage_aspx.Button_Click(Object sender, EventArgs e) in C:\Inetpub\wwwroot\NewSToreCS\InsertPage.aspx:16
 System.Web.UI.WebControls.Button.OnClick(EventArgs e) +108
 System.Web.UI.WebControls.Button.System.Web.UI.IPostBackEventHandler.RaisePostBackEvent(String eventArgument) +57
 System.Web.UI.Page.RaisePostBackEvent(IPostBackEventHandler sourceControl, String eventArgument) +18
 System.Web.UI.Page.RaisePostBackEvent(NameValueCollection postData) +33
 System.Web.UI.Page.ProcessRequestMain() +1277
Version Information: Microsoft .NET Framework Version:1.1.4322.573; ASP.NET Version:1.1.4322.573

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Since you are using "Integrated Security=SSPI", the login credentials for the ASPNET user are used to log into the SQL Server. If you want to use this integrated security you need to create a MYNAME\ASPNET account in SQL Server and give it the proper permissions.
Thank you.

Do you know where I can read (find info) on how to do this? Thanks again.