简单的办法
{........}
Conn: TADOConnection
{........}
procedure ....
var
sOut: string;
begin
Conn.Connected := False
Conn.ConnectionString := 'Provider=SQLOLEDB.1;Password=delphi;Persist Security Info=True;User ID=sa;Initial Catalog=Master;Data Source=XXXSERVER;'
sOut := 'Connecting...';
try
Conn.Connected := True;
sOut := 'Connect OK';
Except
sOut := 'Connect ERROR';
end;
ShowMessage(sOut);
end;