I give up. I found this: http://blogs.msdn.com/b/adonet/archive/2011/03/15/ef-4-1-model-amp-database-first-walkthrough.aspx And thought, that\'s cool. So I quickly redesigne
I guess this error usually appears when someone adds the EDMX/db first to a class library in the solution. If you do so make sure that the connection string added in App.config file in the class library project is available in the web.config or the exe project config file (so just copy/paste it there).