A Default instance usually has no name.
When I connect to my local SQLExpress using SQL Maangement Studio I see this:
Vista1 is the machine name and SQLExpress is the instance name so my connection string uses:
server=localhost\SQLExpress;
When you look at yours if you only see the server name then it has no instance name but if you see an instance name make sure it matches in your connection string. If it does match and you still can't connect then I can only guess tcp/ip connections are disabled for your sql installation or your local firewall may be blocking it.
Hope it helps,
Joe