DataSource Controls :: Error Msg "Null Reference Was Unhandled By User Code"

I downloaded a sample Rolodex from here: [URL] the file to download is at the bottom of the page and it is called 'RolodexDatalist.zip (6.71 kb)' So I changed the HTML to it points to my SQL Server DB. I changed the ConnectionString to this:

<connectionStrings>
<add name="CustomersConnectionString" connectionString="Data Source=EXCEL-4J2W8KYNPSQLEXPRESS;Initial Catalog=Customers;Integrated Security=True"
providerName="System.Data.SqlClient" />
</connectionStrings>

Now, everything points to my DB! I thought, ok great, this should be pretty easy. However, when I debug, I get this error message: 'Null reference was unhandled by user code. Object reference not set to instance of an object. Troubleshooting Tips: use the "new" keyword to set an instance of an object.' This line is yellow:

Dim conStr As String = ConfigurationManager _
.ConnectionStrings("conStr").ConnectionString
Here is the code-behind:
Imports System.Data
Imports System.Data.SqlClient
Imports System.Collections.Generic
Partial Class VB
Inherits System.Web.UI.Page
Protected Sub Page_Load(ByVal sender As Object, ByVal e As EventArgs) Handles Me.Load
If Not IsPostBack Then
ViewState("CurrentAlphabet") = "ALL"
Me.GenerateAlphabets()
Me.BindDataList()
End If
End Sub
Private Sub BindDataList()
Dim conStr As String = ConfigurationManager _
.ConnectionStrings("conStr").ConnectionString
Dim con As New SqlConnection(conStr)
Dim cmd As New SqlCommand("spx_GetContacts")
cmd.Connection = con
cmd.CommandType = CommandType.StoredProcedure
cmd.Parameters.AddWithValue("@Alphabet", ViewState("CurrentAlphabet"))
con.Open()
dlContacts.DataSource = cmd.ExecuteReader()
dlContacts.DataBind()
con.Close()
If ViewState("CurrentAlphabet").ToString().Equals("ALL") Then
lblView.Text = "all Contacts."
Else
lblView.Text = "Contacts whose name starts with " & _
ViewState("CurrentAlphabet").ToString()
End If
End Sub
Private Sub GenerateAlphabets()
Dim alphabets As New List(Of Alphabet)()
Dim alphabet As New Alphabet()
alphabet.Value = "ALL"
alphabet.isNotSelected = Not alphabet.Value _
.Equals(ViewState("CurrentAlphabet"))
alphabets.Add(alphabet)
For i As Integer = 65 To 90
alphabet = New Alphabet()
alphabet.Value = [Char].ConvertFromUtf32(i)
alphabet.isNotSelected = Not alphabet.Value _
.Equals(ViewState("CurrentAlphabet"))
alphabets.Add(alphabet)
Next
rptAlphabets.DataSource = alphabets
rptAlphabets.DataBind()
End Sub
Protected Sub Alphabet_Click(ByVal sender As Object, ByVal e As EventArgs)
Dim lnkAlphabet As LinkButton = DirectCast(sender, LinkButton)
ViewState("CurrentAlphabet") = lnkAlphabet.Text
Me.GenerateAlphabets()
Me.BindDataList()
End Sub
End Class