我的做法是这样：

1、在项目ABC的下面建目录Settings，里面有文件Settings.xml，其内容是：
<?xml version="1.0" encoding="utf-8" ?>
<Section Name="Settings">
 <Key Name="SQLServer" Value="mySvr" />
 <Key Name="SQLDatabase" Value="myDb" />
 <Key Name="SQLUID" Value="myId" />
 <Key Name="SQLPWD" Value="myPw" />
</Section>
当然，这里就是数据库连结的基本信息。

2、在项目的web.config中，加入：
<configuration>
.....
  <appSettings>
    <add key="SettingsFile" value=". ettings ettings.XML"></add>
  </appSettings>
</configuration>

3、在Global.asax.cs中：

protected void Application_Start(Object sender, EventArgs e)
{
  SetConnectionString();
}

private void SetConnectionString()
{
  String sServer, sDB, sUID, sPWD, strSettingsFile;
  strSettingsFile = System.Web.HttpContext.Current.Server.MapPath("\\ABC\\") + System.Configuration.ConfigurationSettings.AppSettings["SettingsFile"];
     
  Application["DatabaseConnectionString"] = "";

  try
  {
    sServer = clsCommon.ReadSettings(strSettingsFile, "SQLServer");
    sDB = clsCommon.ReadSettings(strSettingsFile, "SQLDatabase");
    sUID = clsCommon.ReadSettings(strSettingsFile, "SQLUID");
    sPWD = clsCommon.ReadSettings(strSettingsFile, "SQLPWD");
    Application["DatabaseConnectionString"] = "Server=" + sServer.Trim() + ";Database=" + sDB.Trim() + ";uid=" + sUID.Trim() + ";pwd=" + sPWD.Trim() + ";";
  }
  catch(Exception excp)
  {
    throw(excp);
  }
}

这里，从web.config中读到Setting.xml所在的相对路径，然后找到服务器上的文件，再读取其内容，就设定了Application级别的变量DatabaseConnectionString，当然，如果是要求各个session的连接字符串不一定相同，可以改成Session级别的。

4、在第3步中，用到的读取xml文件的函数实现如下：
using System;
using System.Xml;
using System.Data;
using System.Data.SqlClient;
using System.IO;
using System.Text;
using System.Web;
namespace ABC
{
  /// <summary>
  /// Summary description for clsCommon.
  /// </summary>
  public class clsCommon: ABC
  {
    private const String NOTFOUND = "<<nothing>>";
    public clsCommon()
    {
      //
      // TODO: Add constructor logic here
      //
    }

static public String ReadSettings(String strSettingsFile , String sKey)
{
  XmlTextReader xmlTR = new XmlTextReader(strSettingsFile);
  XmlDocument m_xmlDocument = new XmlDocument();
  m_xmlDocument.Load(xmlTR);
  xmlTR.Close();
 
  String strResult;
  strResult = GetSettingStr(m_xmlDocument, "Settings", sKey, "");

  return strResult;
}

static public String GetSettingStr( XmlDocument xmlDocument , String SectionName , String KeyName, String DefaultValue )
{
  String sKeyValue ;
  sKeyValue = _GetSetting(xmlDocument, SectionName, KeyName);
  if (sKeyValue == NOTFOUND )
    sKeyValue = DefaultValue;
  return sKeyValue;     
}

static public String _GetSetting(XmlDocument xmlDocument ,String SectionName ,String KeyName )
{
  String sKeyValue;
  XmlNode xnSection;
  XmlNode xnKey ;
  xnSection = xmlDocument.SelectSingleNode("//Section[@Name='" + SectionName + "']");
  if(xnSection == null )
    sKeyValue = NOTFOUND;
  else
  {
    xnKey = xnSection.SelectSingleNode ("descendant::Key[@Name='" + KeyName + "']");
    if( xnKey == null )