Add a using statement at the top of your cs code file:
using System.Configuration;
Or fully qualify the reference:
private static string _connStr =
System.Configuration.ConfigurationManager.ConnectionStrings["MESConnection"].ConnectionString;
EDIT
I see you haven't in fact referenced the correct assembly. You need to reference System.Configuration.dll not System.Configuration.Install.dll
Also the usual way to reference a .NET assembly in Visual Studio is to right-click on the References node in Solution Explorer and choose Add Reference...