Hi All !
A bout this problem, I think you didn't grant permission for ASPNET user.
Make sure you granted permission for ASPNET user by this follow:
Right click on Your DNN Folder ---> Sharing and sercurity (If don't see it ---->Tool/Folder Options/View/ uncheck User simple Sharing).
Another, you should see you web.config file at connectionString, I example :
 <connectionStrings>
  
    <add name="SiteSqlServer" connectionString="Server=(local);Database=Yourdatabase;uid=user;pwd=password;" providerName="System.Data.SqlClient" />
  </connectionStrings>

And

<appSettings>
 
    <add key="SiteSqlServer" value="Server=(local);Database=dinhtest;uid=dd;pwd=dd;" />
</appSettings>

Good luck to you !

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Nice to meet you

You should include the SQL Server user ID and password in your connection string in your web.config file.  If your database server is running on another machine, you'll have to change localhost to either the IP address or net name of the server that your database is running on.

From the error, it sort of sounds like the DNN application is trying to authenticate to the SQL Server using the same account the DNN app is running under (the ASPNET user), which won't work unless you go into your SQL Server instance and specifically allow that user login rights under Windows authentication (which is probably not a great idea, and I'm not sure would work anyway, because I've never tried it).