database problem occured when i run my application on client system

hi friends
               i am new in this blog.i made one windows application in vb.net and made a installer file.i used sql express for databse.when i installed the application on client system and try to login database failure (error 26).and when i installed sql express on client system than its working.can anybody tell me its compulsory to installed sql express on client system.if no than what i can do.

my connection string is:

             connectionString="Data Source=.\SQLEXPRESS;AttachDbFilename=|DataDirectory|\websoft1.mdf;Integrated Security=True;User Instance=True"
            providerName="System.Data.SqlClient" />

thanks for reply