Loading Database by Open File Dialog

I Want To Make A C# Windows Application(Quiz Module), Where 5 Question Sets Are in 5 .sdf database files. At run time one user can select any question set(.sdf file), and after opening that questions will appear in windows form. I have coded, SqlConnection con = new SqlConnection(); con.ConnectionString = "Data Source=" + openFileDialog1.FileName; "Initial Catalog=ques;Integrated Security=True;"; con.Open(); But it shows an sql data exception. Please Help.