what database are you using?
HOW TO: Create a SQL Server Database Programmatically by Using ADO.NET and Visual C# .NET
http://support.microsoft.com/default.aspx?scid=kb;EN-US;307283
HOW TO: Create a SQL Server Database Programmatically by Using ADO.NET and Visual C# .NET
http://support.microsoft.com/default.aspx?scid=kb;EN-US;307283
http://support.microsoft.com/default.aspx?scid=kb;EN-US;317881
http://support.microsoft.com/default.aspx?scid=KB;EN-US;q116145&http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dnacc2k/html/acintsql.asp