SQL Server Profiler is a tool which you can use to gather information about what are the events happening at the SQL Server. Following is the sample which you will get from the Profiler Trace file.
If you pay attention to the Application Name Column (3rd Column form your left hand side), You can see there are entries. For the First four rows, you can see a SQL Prompt and next four lines you will see Microsoft SQL Server Management Studio. This is due to the fact that those applications are using this particular instance of SQL server. If you look closer, you will see that next 3 lines has a entry name .Net SqlClient Data Provider.
Obvious question is what is this application. Well, this is because Application Name is not specified by the application. You have to set it from the client application by adding another parameter to the connection string.
string connectionstring = "Data Source=.; Integrated Security=SSPI; Initial Catalog=DB;Application Name=MyApplication";
NB: Whenever the Application Name is not specified it will use default application Name, .Net SqlClient Data Provider.
After if you analyze the Profiler trace again you will see the correct application name.
This very important option as this will allow you to analyze your Profiler Trace for application wise. Also, you can use filter option for Application Name in Profiler to filter by application.