Normaly you would use ADOX for this task, but since vista there is a problem
with "just" adding that COM component, because vista has a version 6.0 of the mdac.
But you can use this to get your goal:
object ADOXCat = Activator.CreateInstance(Type.GetTypeFromProgID("ADOX.Catalog"));
ADOXCat.GetType().InvokeMember("Create", System.Reflection.BindingFlags.InvokeMethod, null, ADOXCat, new string[] { ConnectionString });