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I have been searching the web about my problem and I found these questions & tutorials.

“Cleanly” Deploying an ASP.NET Application with LINQ to SQL Server
Change app.config at install time
Deploying a C# application (Visual Studio Setup Project)

But I still can't figure it out how to change the ConnectionString when we install the software.
I use Visual Studio 2012 RC, it required to use InstallShield in order to create a setup file.
this is my app.config file

<?xml version="1.0" encoding="utf-8" ?>
<configuration>
    <configSections>
    </configSections>
    <connectionStrings>
        <add name="LODQuanLyThucTapSinh.Properties.Settings.LODConnectionString"
            connectionString="Data Source=(local);Initial Catalog=LOD;Integrated Security=True"
            providerName="System.Data.SqlClient" />
    </connectionStrings>
</configuration>

In the website I found above, there is an answer that have 2 ConnectionString in one app.config, I don't know what is that for?
I use InstallShield Limited Edition for Visual Studio, so I have a lot of features locked.

My question is: How can we edit the .dbml file in the setup process or in order to make the program acknowledge about the ConnectionString in the computer which we going to deploy?
I appreciate all the helps.