I don't have a lot of hands on with Linq yet, however I have been using typed datasets and table adapters since they were released in 2005, and this looks to me a lot like an error that happens when you don't have the proper connection string defined in your web.config file.  Did you add components in a drag-drop manner so that components may be using a connection string that is not the dnn connection string?  if so it could be a matter of fixing it.

As I say, my linq experience is limited, however I see that you haven't had much of a response yet and I've got 8 years experience debugging .NET applications.  I can give you a few good debugging tips to help you get to the bottom of your problem.  mattchristenson@corymbgroup.com

Good luck!

Matt