I'm relatively new to DNN and having problems with the database connections, especially when running in VS 2008 and SQL Server Express. I can do a run and it works fine and then the next time I try it with no changes to the website, database or environment it goes to the install page and indicates that there is a problem with the database connection. I can go into SQL Manager  and bring up the database with no problem or use a simple .Net application that I wrote and it can access it with no problems. I've tried closing the project in VS 2008 and Stopping the SQL Server service and it does not help. If I keep trying it sometimes comes up. I've also made sure that remote access and all the protocols are allowed in the database.The only solution that seems to work every time is rebooting the machine. Any ideas on getting around this problem would be appreciated.

connection string:
<add name="SiteSqlServer" connectionString="Data Source=.\SQLExpress;Integrated Security=True;User Instance=True;AttachDBFilename=|DataDirectory|Database.mdf;" providerName="System.Data.SqlClient" />

appSettings:

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

This is what was generated on the install.

Not sure why this should be this complicated and I'm not entirely convinced that what you described is the problem. I'm using a combination of file access and attached access on a number of other sites including a aspdotnetstorefront site with no problems. I will try the suggested changes and see what happens. The site on my server is now down and I'm getting the "under construction" page with no errors in the windows event log or anywhere else for that matter. I had not touched it with SQL Server Manager and had made no other changes to the site. If would be helpful if we got a meaningful error message when something like this happens rather than going to a bogus "under construction" page.