Hi guys,  after searching for a solution to linking my module to another database ( other than DNN DB), I was able to compile few tips from here and there and achieve what I was looking for.  Keeping in mind this solution is utilizing the template DAL classes that DNN creates for you when adding a new module to your DNN Project, here is the way to do it:

Three changes to the web.config file:

1. In the <configSections><sectionGroup> add the following:     <section name="MyOtherData"  requirePermission="false" type="DotNetNuke.Framework.Providers.ProviderConfigurationHandler, DotNetNuke"/>
    
2. In the <ConnectionStrings> add the following:     <add name="MyOtherSqlServer"  connectionString="Server=D9W41S71\SQL2005;Database=Rpm212;uid=sa;pwd=sa1234;timeout=30;" providerName="System.Data.SqlClient"/>
3. In the <DotNetNuke> Add the following:      <MyOtherData defaultProvider="SqlDataProvider">
       <providers>
        <clear/>
        <add name="SqlDataProvider"
          type="DotNetNuke.Data.SqlDataProvider, DotNetNuke.SqlDataProvider"
          connectionStringName="MyOtherSqlServer"
          upgradeConnectionString=""
          providerPath="~\Providers\DataProviders\SqlDataProvider\"
          objectQualifier=""
          databaseOwner="dbo"/>
       </providers>
      </MyOtherData>

One Change to the Module SQLDataProvider.vb file:

1. In the Private region, replace the first line by the following:     Private Const ProviderType As String = "MyOtherData"

I hope this tip will save you search time, and please if you find this approach not working for any reason let me know. 

A.H.