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I am having a problem connecting to a instance of MS-SQL which is not the default instance.

This test does not work:
osql -S SQL-SERVER -U uname -p password

while this does works:
osql -S SQL-SERVER\inst1 -U uname -p password

And as expected setting this does not work:
TMSConnection.ConnectString:='User ID=uname;Password=password;Server=SQL-SERVER';

But again, this does not work either::
TMSConnection.ConnectString:='User ID=uname;Password=password;Server=SQL-SERVER\inst1';

What is the proper syntax for the ConnectString to connect to a different instance?

ed

You use the correct sysntax of the ConnectString property.
What error message do you get, and when does it happen?

I get a permission denied message.

Also, I have found that the same code works on a computer with the SQL Server Client and Tools installed. But not on a Windows XP sp2 computer.

Please make sure that the value of the TMSConnection.Authentification property is auServer, and your server instance is configured properly.

I have one solution that was found, but I do not like it:

Install the prerequisites for SQL-2005, i.e. .NET and the MS-SQL 20056 drivers. Then it works. Even though I am connecting to a SQL-2000 server, while the same computers were connecting to a SQL-2000 server without a named instance.

Any thoughts as to why?

Please make sure that your firewall is configured properly.
Maybe the following resources will help you to solve the problem:
http://support.microsoft.com/?scid=kb;e ... 55&sid=332
http://support.microsoft.com/kb/841252/
http://support.microsoft.com/kb/841251/