$SQLconnection = New-Object System.Data.SqlClient.SqlConnection
$SQLconnection.ConnectionString = \"Server = MySQLservername\\MSSQLSERVER; Database = \"MYSQLDB\"; In
If your database/instance is provided on a port number, I got the error 25 when I didn't set up the connection string correctly.
$SQLconnection.ConnectionString = "Server = MySQLservername.domain.ext\InstanceName, PORT; Database = `"MYSQLDB`"; Integrated Security = True"
For example:
$SQLconnection.ConnectionString = "Server = SQL01v.fordco.prd\DBSYS, 1433; Database = CarsDB; Integrated Security = True"