Is the problem solved? Both of the previous answers are valid, but if your problem still exists I would ask you to give us a bit more information and send me the connection string in your App.config. It would be also useful is you could provide us with a screenshot of the authentication settings of your web application from the IIS.
You should also check if the connection string in the web.config of your web application is the same as the connection string in the DAL.
I'm looking forward to your feedback.
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