SqlDataConnection LoadConnection(
    string connectionName
)

Function LoadConnection(
    connectionName As String
) As SqlDataConnection

using DevExpress.DataAccess.ConnectionParameters;
using DevExpress.DataAccess.Sql;
using DevExpress.DataAccess.Wizard.Services;
// ...

public class CustomConnectionProviderService : IConnectionProviderService {
    public SqlDataConnection LoadConnection(string connectionName) {
        // Specify custom connection parameters.
        return new SqlDataConnection(connectionName, 
            new MsSqlConnectionParameters("localhost", "dataBaseName", "userName", "password", MsSqlAuthorizationType.Windows));
    }
}

Imports DevExpress.DataAccess.ConnectionParameters
Imports DevExpress.DataAccess.Sql
Imports DevExpress.DataAccess.Wizard.Services
' ...

Public Class CustomConnectionProviderService
    Implements IConnectionProviderService
    Public Function LoadConnection(connectionName As String) As SqlDataConnection Implements IConnectionProviderService.LoadConnection
        ' Specify custom connection parameters.
        Return New SqlDataConnection(connectionName, _ 
            New MsSqlConnectionParameters("localhost", "dataBaseName", "userName", "password", MsSqlAuthorizationType.Windows))
    End Function
End Class