Review your Web.config. You'll notice that there are multiple connection strings configured. Make certain that the SQL server your attempting to use is configured correctly. And the ones your not using are commented out. Here is an exapmle set for SQL (not express)

<connectionStrings>

    <!-- Connection String for SQL Server 2005 Express 

    <add

      name="SiteSqlServer"

      connectionString="Data Source=.\SQLExpress;Integrated Security=True;User Instance=True;AttachDBFilename=|DataDirectory|Database.mdf;"

      providerName="System.Data.SqlClient" />-->

    <!-- Connection String for SQL Server 2000/2005-->

    <add name="SiteSqlServer" connectionString="Server=xxxxxxx;Database=Damxxxxxx;uid=xxxx;pwd=xxxxx;" providerName="System.Data.SqlClient" />

  </connectionStrings>

   <appSettings>

      <!-- Connection String for SQL Server 2005 Express - kept for backwards compatability - legacy modules  

      <add key="SiteSqlServer" value="Data Source=.\SQLExpress;Integrated Security=True;User Instance=True;AttachDBFilename=|DataDirectory|Database.mdf;"/> -->

      <!-- Connection String for SQL Server 2000/2005 - kept for backwards compatability - legacy modules-->

      <add key="SiteSqlServer" value="Server=xxxxxxxx;Database=Damxxxxxxx;uid=xxxx;pwd=xxxxxx;" />

      <add key="InstallTemplate" value="DotNetNuke.install.config" />

      <!--  Alternative Install Templates (included in package)

      <add key="InstallTemplate" value="Club.install.config" />

      <add key="InstallTemplate" value="Personal.install.config" />

      <add key="InstallTemplate" value="SmallBusiness.install.config" />

      -->

      <add key="AutoUpgrade" value="true" />

      <add key="InstallMemberRole" value="true" />

      <add key="ShowMissingKeys" value="false" />

      <add key="EnableWebFarmSupport" value="false" />

      <add key="EnableCachePersistence" value="false" />

      <add key="InstallationDate" value="12/21/2005" />

  </appSettings>

HTH

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