Classic ASP - SQL Server 2008 Connection String using Windows Authentication

This should be painfully simple, but I cannot come up with a working connection string for a local copy of SQL Server 2008 using Windows Authentication. I've tried using the Data Link Properties tool to create a connection string and it has no problems connecting, but when I copy paste the generated string into my ADODB.Connection object's ConnectionString property I get all sorts of fun and different errors.

Set conn = Server.CreateObject("ADODB.Connection")
conn.ConnectionString = "SQLNCLI10.1;Integrated Security=SSPI;Persist Security Info=False;Initial Catalog=climb4acure;Data Source=(local);"

Microsoft OLE DB Service Components (0x80040E21) Multiple-step OLE DB operation generated errors. Check each OLE DB status value, if available. No work was done.

I've tried a variety of similar connection strings but I cannot find one that will work with Windows Authentication. Can someone point me in the right direction?

Thanks!

Here's an easy way to generate connection strings that work.

1. Right-click an empty spot on the desktop and choose NEW, TEXT DOCUMENT from the context menu

2. Save it with a .udl extension, and click yes when it asks are you sure.

3. Double-click the new udl file you just created. It will open a dialogue. Go to the Provider tab, and choose the appropriate provider.

4. Go to the Connection tab and fill in the server name and database name, and choose NT authentication (or use a specific username and password, which is SQL authentication). Now click Test Connection. If it works, you're ready to click OK and move on to the final step. If it doesn't you need to resolve permission issues, or you've mis-typed something.

5. Now right-click the file on the desktop and open it in notepad. It will display the connection string that you can copy and paste to wherever you need it.