Why do I get "Login failed for user '\'."?

You have SQL Server set up to use Windows Authentication. Unless you are using Windows Authentication exclusively throughout your web site, you should have SQL Server set up to authenticate using mixed mode - this allows support for Windows Authentication AND passing credentials via clear text (e.g. a connection string from ASP). To make sure SQL Server is set up to be in mixed mode: 

1. Open Enterprise Manager;
2. Expand a server group;
3. Right-click a server, and click Properties;
4. Click the Security tab;
5. Under Authentication, click SQL Server and Windows.

Now, make sure you have a valid user set up to access your tables, views and procedures. 
 
If you really want to use Windows Authentication, instead of a generic user, then see the following KB articles for help on configuring a trusted connection: 
 
    KB #306586     PRB: Troubleshooting Error 80004005 "Login Failed" in ASP 
 
    KB #307002     PRB: ASP/ODBC/SQL Server Error 0x80040E4D "Login Failed for User '(Null)'" 
 
    KB #222828     Err Msg: Microsoft OLE DB Provider for ODBC Drivers Error '80040e4d' 
 
For more troubleshooting tips on 80004005 errors, see Article #2009; for connection string infromation, see Article #2126.