In my application, each user accesses the SGDB through its own user (SQL Server). So, i have to build my connection string dynamically.

I can set the connection string dynamically by DbUtils.ActualConnectionString, but the problem is that the system assumes the last setting for the entire application, for example, if user A set his connection string and then user B do the same, when user A make any transaction on the database, he will be using user B connection string...

How can I deal with that?

Use the Adapter model rather than the SelfServicing.

there is no way to achive this using SelfServicing?

Unfortunatly No (as far as I know).

Correct, Walaa. Selfservicing has a global connection string as it doesn't have a central object which performs the persistence actions, it is 'self servicing'. Adapter allows you fine-grained connection control.