string connectionString = new System.Configuration.ConfigurationSettings.AppSettings["ConnectionString"]);
System.Data.SqlClient.SqlConnectionStringBuilder scsb = new System.Data.SqlClient.SqlConnectionStringBuilder(connectionString);
EntityConnectionStringBuilder ecb = new EntityConnectionStringBuilder();
ecb.Metadata = "res://*/Sample.csdl|res://*/Sample.ssdl|res://*/Sample.msl";
ecb.Provider = "System.Data.SqlClient";
ecb.ProviderConnectionString = scsb.ConnectionString;
dataContext = new SampleEntities(ecb.ConnectionString);
This also would be useful if you want to encrypt the connection string using your own methods.