You need to escape the backslash before the instance name:
Code:
dataConnection.ConnectionString = "User ID = jsitz; Password= labR2o6; Data Source = DELL\\SQLEXPRESS; Initial Catalog = [Learning_DB]";
or
Code:
dataConnection.ConnectionString = @"User ID = jsitz; Password= labR2o6; Data Source = DELL\SQLEXPRESS; Initial Catalog = [Learning_DB]";