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SQL eRROR :Cannot load connection class because of underlying exception:

I don't know why this is happening error
I'm trying to simply connect my database to jdbc

In the url jdbc:mysel://localhost:test you set the host as localhost and the port as test
There is no such port called test, you need to provide a port number.
Most likely you are using the default port for mysql, so you might need to provide one at all.

No effect of setting instance name in jdbc connection string

I am trying to connect to SQL server 2005 via Workbench/J. I entered everything correctly for the jdbc string and I can connect to the desired server. But, I have to type fully qualified names for a table with database name. I don't want to do that. I set my instanceName to the database and it did not work for me.
Is there a way to connect to the DB instead of just the server ?
jdbc:sqlserver://serverName[\instanceName][:portNumber]

If you want to connect to an instance you need to do two things:
Make sure the SQL Server Browser service is running on your SQL Server host (disabled by default IIRC)
Do not include the portnumber in the connection string if you want to connect by instance name. The JDBC driver will ignore the instance name when the connection string includes a portnumber (each instance has its own port number)
With regard to the second item, the documentation says:
For optimal connection performance, you should set the portNumber when you connect to a named instance. This will avoid a round trip to the server to determine the port number. If both a portNumber and instanceName are used, the portNumber will take precedence and the instanceName will be ignored.
The instance name is not the same thing as your database name. You specify the database name using the connection property databaseName, eg:
jdbc:sqlserver://localhost;databaseName=AdventureWorks

Microsoft SQL Server supports multiple installs on the same computer. Each install ("virtual" SQL Server, if you will) is identified by its "Instance name". So, we could have two separate "SQL Servers" on the same computer, e.g., one instance named \PRODUCTION for the production databases, and another instance named \TEST for a test environment. Each instance operates independently.
A default installation of SQL Server Express Edition creates a SQL Server instance named \SQLEXPRESS. The other Editions of SQL Server normally create a "default instance" (sometimes identified as \).
Each instance of SQL Server can contain multiple databases. You can set the default database for your connection like this:
jdbc:sqlserver://myservername;database=myDb
or
jdbc:sqlserver://myservername;instanceName=instance1;database=myDb

I think you should be able connect to a specific database like this:
jdbc:sqlserver://serverName[\instanceName][:portNumber];databaseName=MyDatabase

Java, SQL Database Connection

I am C# developer and I don't know much about Java, normally in C# when I wanna connect to a database I use the following command:
static SqlConnection cn = new SqlConnection(#"Data Source=.\SQLEXPRESS;AttachDbFilename=|DataDirectory|\Database.mdf;Integrated Security=True;User Instance=True");
I read a tutorial about making database connection (Sql Server 2008) in java in MSDN saying that the address must be declared this way:
String connectionUrl = "jdbc:sqlserver://localhost:1433;" + "databaseName=JavaDB;user=UserName;password=*****";
I would like to if there's any way to declare the url the way I do in C#, I mean instead of
"jdbc:sqlserver://localhost:1433;"
I directly point to the database
"AttachDbFilename=|DataDirectory|\Database.mdf;"
thanks

The first part of the URL is prescribed by the JDBC specification, so all drivers will follow the structure jdbc:<vendor-identifier>:<vendor-specific-url>.
In Java creating the connection (at least via java.sql.DriverManager) is independent of the actual Driver implementation that creates the connection (in C# you create a typed vendor-specific connection).
The first part, jdbc:<vendor-identifier> is used as a selection mechanism so a Driver can quickly decide if it will accept an URL or not. Technically multiple driver implementations could accept an URL and create the connection. The <vendor-identifier> is usually the name of the database or company.
The <vendor-specific-url> will usually follow normal URL conventions (MS SQL Server JDBC URLS are an exception to that).
The format of the Microsoft JDBC driver is:
jdbc:sqlserver://[serverName[\instanceName][:portNumber]][;property=value[;property=value]]
See: Building the Connection URL.
Technically, Microsoft could have allowed only the database name in their <vendor-specific-url> and imply that it uses localhost but they decided not to do that.

The official documentation of the SQL JDBC driver does not mention any such thing
http://msdn.microsoft.com/en-us/library/ms378428.aspx
http://msdn.microsoft.com/en-us/library/ms378672(v=sql.110).aspx
so I assume it is not possible

Problem in establishing DB2 connection in Java with wrong username/password

I have a problem in establishing DB2 connection with wrong user-name/password. We have an application which runs on LAN on many systems using DB2 database located on my system as well as other systems.
Firstly I use this URL to create other system DB2 connection:
Connection con = DriverManager.getConnection("jdbc:db2://Rahulkcomputer:50000/XAN4", "rahulk", "dbirs#35");
this returns proper Connection object. Now when I change the URL to access my system DB2 connection with same user-name/password as (using same user-name/password is intensely done for checking error handling):
Connection con = DriverManager.getConnection("jdbc:db2://127.0.0.1:50000/XAN4", "rahulk", "dbirs#35");
This time it again returns the Connection object instead of throwing an SQLException specifying wrong user-name/password (due to my system's DB2 authentication is totally different from Rahulkcomputer's system)
After getting connection, I execute this query to check proper user name as explained in post:
Simple DB2 Query for connection validation
SELECT CURRENT SQLID FROM SYSIBM.SYSDUMMY1
(this returns "rahulk" in both cases)
Why DB2 created connection in 2nd case with wrong user-name/password (moreover when we close all the services of DB2 on Rahulkcomputer, even then I get the connection in 2nd case)?
Thanks in Advance.

You either created your database with the restrictive option or revoked the select right to sysibm from PUBLIC. The connection you had was fine, the access rights not. 42704 is DB2's way of saying "huh?", it did not recognize sysibm because you had no rights to see it.

Connecting to local instance of PostgreSql with JDBC

I have a running local instance of PostgreSql on a linux machine. When I use psql command from the shell I success to log in without any problem. I need to connect to the PostgreSql via the JDBC, but I don't know what exactly should I pass as url parameter to DriverManager.getConnection().
It should start with jdbc:postgresql: but what's going next?
I was told by the system group that a database with was created like user name. e.g. if my user is jutky a db named jutky was created, but when I try to open a connection to jdbc:postgresql:jutky I get an error
org.postgresql.util.PSQLException: FATAL: password authentication failed for user "jutky"
:(
Additional info
When I login via the psql I'm not prompted for the password, so when I try to login via JDBC I pass an empty string as a password - is it correct, or should I pass null or something?
When I type psql --help in the shell I see among the rest this line:
Connection options:
-h, --host=HOSTNAME database server host or socket directory (default: "/var/run/postgresql")
So I understand that I connect to PostgreSql via a socket directory, does that matters something to the URL string in the JDBC?
EDIT
First thanks for the answers.
Second: its not first time I'm using JDBC and in particular not the first time I'm connecting to the PostgreSql from JDBC, so I know the general rules and I have read the documentations. However in the described case I'm not sure how exactly should I construct the connection string if the instance is running via the socket directory and what password should I provide. Because when I login via the psql I'm not prompted for password at all.
Thanks in advance.

In addition to other answers note that by default Postgres is configured to accept connections via Unix sockets with authentication based on your operating system account, that's why psql works fine and doesn't require the password.
JDBC connections are made over TCP/IP with password authentication, so you need to modify pg_hba.conf accordingly. For example, this line allows TCP/IP connections from the same machine to all databases for all users with password authentication:
host all all 127.0.0.1/32 md5
After adding this line jdbc:postgresql:databasename should work.
EDIT: You can't create a JDBC connection over Unix socket since PostgreSQL JDBC driver can only work over TCP/IP. The password you use when creating JDBC connection is the password assigned to your user. If you don't have it, you can assign it, for example, using ALTER USER command. See 19.3. Authentication methods.
See also:
19.1. The pg_hba.conf file

It's all explained in official documentation.
This is the relevant part:
String url = "jdbc:postgresql://localhost/test?user=fred&password=secret&ssl=true";
Connection conn = DriverManager.getConnection(url);