Question: I have a form that takes user input and then let the user get connected to the sql server.
This is happening on button click.But where can I set the property Default button so that the user when clicks enter do the work of that button.

Answer: 
I think you want the "AcceptButton" property at the FORM level... That will expose a combobox of available controls on your form, then select your "button" you want to use as the "Default" button on enter.
In addition to Form.AcceptButton property the "OK" button must have the TabOrder property set to 0 and all other controls within the form should have a TabOrder >0.

This can be done using a form resouce contruction kit or by code eg.
buttonOK.TabOrder = 0;