Source of definition: http://mathworld.wolfram.com/ConnectedSet.html
Definition: A connected set is a set that cannot be partitioned into two nonempty subsets which are open in the relative topology induced on the set.
I don't think I can find an open set (in $R^2$ we consider the standard topology) contains $(0,1)$ that does not contain points on $y=\sin(\frac{1}{x})$ but I'm not completely sure. Does anyone know a formal prove or intuitive explanation?