Hi,
Right click on any data source in your form and choose configure in the second step you can find option that ask you if you want to save the connection string in the configuration file if you check this, the connection string will be save in the configuration file and can be changed after you compile your application on the customer site no need to recompile you application, if you want to make the configuration automatic you can create a customer dialog form in the setup project and ask the customer to provide you with the connection string and you programmatically set this value inside the configuration file.
Here a good article for Jon Galloway which describes this:
http://weblogs.asp.net/jgalloway/archive/2006/10/29/Showing-a-Connection-String-prompt-in-a-WinForm-application.aspx
Thanks
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