.net - Read <connectionstring> Of Web.config From A Console Application?

I have VB.net console application. I would like to read the (ConnectionString) from a web.config.

Web.config is located at a particular path in my virtual PC, say "C:/mywebConfig"

<add name="MY_DB" connectionString="Data Source=DATASOURCE;Initial Catalog=DB;Persist

Security Info=False; User ID=***;Password=****;" providerName="System.Data.SqlClient" />

My code:

Dim connString As String = String.Empty
connString = ConfigurationManager.ConnectionStrings("MY_DB").ConnectionString

Whenever I try to access it, i get the error not set to an instance of an object or something like that :)

I tried to add the web.config in my Project, but still get the error.