Changing connection string dynamically on runtime in WinForms

I am making Winform dekstop application. I am giving an option in my application that user can select database or set database path. when user select database or database path then connection string should be changed on runtime. I cannot take risk to save database in SQLEXPRESS root directory because when user's windows crash then all data in database will be deleted. So database will be store in other directory and from application setting user will give path of database and connection string should be changed according to that path at runtime. please help. Thanks in Advance.