Did you ever need to test a SQL connection? As a SharePoint Pro you probably have. I found a nice little trick on Steve Rachui's Blog today I’d like to share with you.
Create a new text file on the desktop of the machine you will try to connect to the SQL server. Name the file whatever you like, but rename the file into UDL. Double click on the file and a dialog pops up with SQL connection settings. Enter your connection settings and use the Test Connection button in the lower end of the dialog.
If you need to test a different SQL server port (not 1433), simply create a SQL alias on the machine and test against the alias.