Add the connectionstring to the Machine.Config

public static void SaveToMachineConfig(ConnectionStringSettings connection) {
Configuration configurationmanager = System.Configuration.ConfigurationManager.OpenMachineConfiguration();
configurationmanager.ConnectionStrings.ConnectionStrings.Add(connection);
configurationmanager.Save();
}

Retrieve the connectionstring from the Machine.Config

private static PermissionDataContext m_persmissions;
internal static PermissionDataContext PermissionsDb
{
get
{
if (m_persmissions == null)
{
string Currentconnecionstring = ConfigurationManager.ConnectionStrings["NameOfThe ConnectionString"].ToString();
m_persmissions = new PermissionDataContext(Currentconnecionstring);
}
return m_persmissions;
}
}

Location where Machine.config is saved:
C:\WINDOWS\Microsoft.NET\Framework\v2.0.50727\CONFIG\machine.config