It seems to be "Answer", by Fredric Brown (scroll down a bit).
Here's some of the text:
Dwar Ev stepped back and drew a deep breath. “The honor of asking the first question is yours, Dwar Reyn.”
“Thank you,” said Dwar Reyn. “It shall be a question which no single cybernetics machine has been able to answer.”
He turned to face the machine. “Is there a God?”
The mighty voice answered without hesitation, without the clicking of a single relay.
“Yes, now there is a God.”
Sudden fear flashed on the face of Dwar Ev. He leaped to grab the switch.
A bolt of lightning from the cloudless sky struck him down and fused the switch shut.
In the story, a computer has not been built, but every single computer on every single planet in the entire universe has been connected.