COPY/PASTE of my last reply:
If you are using SQL 2000/2005, did you actually comment out the SQL Express line in both places, and then UN-comment the SQL 2000/2005 in both places of the web.config?
You do know that SQL express by default is uncommented, and SQL 2000/2005 is commented out inside the web.config file. So if you never unccommented the lines, even if you did fill in the blanks it's not going to work for that database.
Or, if this is not the problem, are you verifying you can connect to your database by connecting to it with your database manager? This is a good way to see if everything is working correctly in order to narrow down where the problem is.
Also, if all this is checked, make sure you haven't screwed up your database connection string. You know, like accidently replacing server= out of the string or something. Double check and make sure all of that is in tact, and correctly placed.