The connection setup in 4.4 is much improved. There is, however, still some room for improvement.
I set up a connection to a SQL Server 2008 instance. Selecting the database and instance seemed both backwards and awkward. Normally (for SQL Server, at least), you select (or type in) the DB server, then select the DB. I had to type in the DB, and then type in the server. So, instead of Server -> DB, it was DB -> server. This is backwards, at least in the SQL Server world.
Secondly, as mentioned above, I had to TYPE IN the DB. Once the server is entered, a list of available DB’s should be presented for selection. This is much clearer and easier, and leads to a lot fewer errors.
Again, this is for SQL Server. I understand that some other DB’s might not be able to present a list of available DB’s, or might derive the server from a query for the DB, or whatever. Having used many different DB’s, however, I would say that the SQL Server model holds up in the majority of cases. In any case, SQL Server is a major DB, and its paradigm should probably be supported, and presented, when the SQL Server client is used.