ASP.NET 2010 change connect to database

Question

I am working with a C#.net 2010 web form that uses linq to sql to connect to a sql server 2008 r2 database. In one of the connection strings in a linq to sql ( *.dbml) file, the connection string is set to is set to dbconnectionstring(settings). I want to change the connection string to dbConnectionString (Web.config), however where I am clicking on, will not let me change the connection string.
I have opened up the designer for the .dbml file and clicked properties. Where the connection string is setup, I can change that to a new connnection string.
If that is where I can the connection string, how do I get the visual studio ide to allow me to change the connection string to dbConnectionString (Web.config)?