아융..
DB 연결하기 위해서 Connection Url 세팅하는게 은근히 짜증나네요.. ^^;;
아래는 mssql 2008의 db에 접근하기 위한 connection url string 입니다..
그리고, 아래의 4147포트는 SqlServer Configuration Manager를 통해서 TCP/IP 프로토콜에 할당된 포드입니다.

Class.forName("net.sourceforge.jtds.jdbc.Driver");
String connUrl = "jdbc:sqlserver://HOST\\SQLEXPRESS:4147;databaseName=testdb;integratedSecurity=true;";
Connection connection = DriverManager.getConnection(connUrl, "id", "pw");

This page provides useful information about JDBC driver settings for various database. All databases below have custom Cayenne DbAdapters and are automatically recognized by Cayenne AutoAdapter.

DB2

Vendor Site	http://www.ibm.com/db2/
Driver Name	com.ibm.db2.jcc.DB2Driver
Sample URL	jdbc:db2://127.0.0.1:50000/dbname

Derby

(since Cayenne 1.2)

Vendor Site	http://db.apache.org/derby/
	Embedded
Driver Name	org.apache.derby.jdbc.EmbeddedDriver
Sample URL	jdbc:derby:path-to-hsql-db-files;create=true
	Remote Server
Driver Name	org.apache.derby.jdbc.ClientDriver
Sample URL	jdbc:derby://127.0.0.1/testdb

FireBird (Interbase)

Vendor Site	http://firebird.sourceforge.net/
Driver Name	org.firebirdsql.jdbc.FBDriver
Sample URL	jdbc:firebirdsql:127.0.0.1/10007:/path-to-dbname.fdb
Notes	FirebirdAdapter hasn't been well-tested for some time. Looking for volunteer FireBird users to help us.

FrontBase

(since Cayenne 1.2)

Vendor Site	http://www.frontbase.com/
Driver Name	jdbc.FrontBase.FBJDriver
Sample URL	jdbc:FrontBase://127.0.0.1/dbname

HSQLDB

Vendor Site	http://hsqldb.sourceforge.net/
Driver Name	org.hsqldb.jdbcDriver
	Embedded
Sample URL	jdbc:hsqldb:file:/path-to-hsql-db-files
	Remote Server
Sample URL	jdbc:hsqldb:hsql://127.0.0.1

Ingres

(since Cayenne 1.2)

Vendor Site	http://opensource.ca.com/projects/ingres/
Driver Name	com.ingres.jdbc.IngresDriver
Sample URL	jdbc:ingres://127.0.0.1:II7/dbname

MySQL

Vendor Site	http://www.mysql.com/
Driver Name	com.mysql.jdbc.Driver
Sample URL	jdbc:mysql://127.0.0.1/dbname

OpenBase

Vendor Site	http://www.openbase.com/
Driver Name	com.openbase.jdbc.ObDriver
Sample URL	jdbc:openbase://127.0.0.1/dbname

Oracle (10i)

Vendor Site	http://oracle.com/
Driver Name	oracle.jdbc.driver.OracleDriver
Sample URL	jdbc:oracle:thin:@//127.0.0.1:1521/dbname

Oracle (8, 8i, 9i)

Vendor Site	http://oracle.com/
Driver Name	oracle.jdbc.driver.OracleDriver
Sample URL	jdbc:oracle:thin:@127.0.0.1:1521:dbname

PostgreSQL (7.4, 8.*)

Vendor Site	http://www.postgresql.org/
Driver Name	org.postgresql.Driver
Sample URL	jdbc:postgresql://127.0.0.1:5432/dbname

SQLServer

	Microsoft Driver - SQL Server 2005
Vendor Site	http://www.microsoft.com/sql/default.asp
Driver Name	com.microsoft.sqlserver.jdbc.SQLServerDriver
Sample URL	jdbc:sqlserver://127.0.0.1;databaseName=dbname
	Microsoft Driver - SQL Server prior to 2005
Vendor Site	http://www.microsoft.com/sql/default.asp
Driver Name	com.microsoft.jdbc.sqlserver.SQLServerDriver
Sample URL	jdbc:microsoft:sqlserver://127.0.0.1;databaseName=dbname;SelectMethod=cursor
	jTDS Driver
Vendor Site	http://jtds.sourceforge.net/
Driver Name	net.sourceforge.jtds.jdbc.Driver
Sample URL	jdbc:jtds:sqlserver://127.0.0.1:5000/dbname

Sybase

	Sybase Driver
Vendor Site	http://www.sybase.com/
Driver Name	com.sybase.jdbc3.jdbc.SybDriver
Sample URL	jdbc:sybase:Tds:127.0.0.1:5000/dbname
	jTDS Driver
Vendor Site	http://jtds.sourceforge.net/
Driver Name	net.sourceforge.jtds.jdbc.Driver
Sample URL	jdbc:jtds:sybase://127.0.0.1:5000/dbname;useLOBs=false;TDS=4.2

위 내용은 http://cwiki.apache.org/CAY/database-support.html 에서 참고를 하였습니다.