"Login failed for user 'sa'" datagrid control - SqlDataAdapter

[Jerry Higgins]

I added a SqlDataAdapter to a web form, created a data
connection, and generated a dataset. I then connected it
to a DataGrid control. When I do this using the
SqlServer database on my machine everything works fine.
When I do it using a SqlServer database on another
machine I get the "Login failed for user sa" error.
However, when I right click on the SqlDataAdapter and
click "Preview Data" it brings back the data OK. Why
would it bring back the data on this but not work in the
DataGrid control?

Thanks,

Jerry Higgins