You're confusing the connection string needed to connect to the database and the actual SqlConnection.
try this (for your specific code):
cmd.Connection = con;
According to MSDN here is a proper example:
private static void CreateCommand(string queryString, string connectionString)
{
using (SqlConnection connection = new SqlConnection(connectionString))
{
SqlCommand command = new SqlCommand(queryString, connection);
command.Connection.Open();
command.ExecuteNonQuery();
}
}
Link to original article: http://msdn.microsoft.com/en-us/library/system.data.sqlclient.sqlconnection.aspx