I have VB.net console application. I would like to read the (ConnectionString) from a web.config.
<add name="MY_DB" connectionString="Data Source=DATASOURCE;Initial Catalog=DB;Persist
Security Info=False; User ID=***;Password=****;" providerName="System.Data.SqlClient" />
Dim connString As String = String.Empty
connString = ConfigurationManager.ConnectionStrings("MY_DB").ConnectionString
As Matt suggested for a console app you need to include a app.config file instead. For easy reading of that file you can reference the System.Configuration assembly and then use the System.Configuration.ConfigurationManager.ConnectionStrings property.
string connectionString = System.Configuration.ConfigurationManager.ConnectionStrings["dbconnectionString"].ConnectionString;
I've just re-read your post and it might be a good idea to check your app has permission to read .config files from the c:\ drive.