I think that you are missing the point of how connection strings work in SF.  You can take several avenues here.   First, you can allow SF to manage the connection strings for you (this pertains to design time OR run-time). 

You can use the ConnectionStringWizard or manually setup the connection strings by manually supplying the connection information to the DataSources collection.

Let's first assume that you are going to use the ConnectionStringWizard, then you will define the RequiredDataSources in teh SetDataSources method of the AppMain.vb or program.cs file.  Then when the SetConnections() method is called, it looks on disk to an encrypted file to see if an "active" connection string exists for the ApplicationKey that is also defined in your SetDataSources method.

The connection is not defined on the BO.  The BO uses a DataSourceKey to determine which connection string it will use.  It pulls this connection information from the DataSources collection (MIcroFour.StrataFrame.Data.DataBasics.DataSources).  By default, this would be an empty string.  But you can have as many connections per app as you need and can route the BOs to whichever connection that you need.

Whether you are using the ConnectionStringWizard or manually defined the connection strings, they BOTH end up in the DataSources collection.

I recommend looking at the help as there is a lot of information here.  You can get to it by opening the help and going to Application Framework -> Application -> WinForms -> Connection Strings