I read so many posts and it's still not obvious for to me to manage multiple DB connections with BO and Role-Based Security.

Suppose that I have an SF application with Security, what item selected do I need to have in my Database Connection? The SF database?  MyAppDB? A good explanation for the Database Connection for the design phase might help me to fix the problem.

When I select the The SF database, I have an error

SqlException
 Invalid object name 'dbo.SFSPreferences'.

Do I have to manually add

ConnectionManager.AddRequiredDataSourceItem("", "SQL Connection",DataSourceTypeOptions.SqlServer, "MyDatabase", "This connection is used by xxxxx.");     ??

Even at looking the at the Security Sample and reading the Help documentation, I can't figure out the problem... Am I missing something ?