Per l'esattezza in questo modo:
Dim objConnection As New SqlConnection("server=EBODIO\SQLEXPRESS;database=p rova;user id=sa;Password=12345;")
Dim objCommand As SqlCommand = New SqlCommand()
objCommand.Connection = objConnection
objCommand.CommandText = "INSERT INTO Utenti" & "(User_id, PSW)" & "VALUES('" & txtUserid.Text & "','" & txtPsw.Text & "')"
objConnection.Open()
objCommand.ExecuteNonQuery()
objConnection.close()