Setting Assembly-level permissions??

Question

I've got a windows Forms application which accesses SqlServer. When I run the exe on my machine all works ok. If I copy the exe to another persons machine, when they run it they get the error: Request for the permission of type System.Data.SqlClient.SqlClientPermission, System.Data, Version=1.0.5000.0, Culture=neutral, PublicKeyToken=b77a5c561934e089 failed. I tried looking at the .NET configuration tool ( C:\WINDOWS\Microsoft.NET\Framework\v1.1.4322\mscorcfg.msc ) but cant make any progress with getting my assembly to work on any other machine that runs it. Can anyone suggest how to get my exe to know it must run on any machine?