When I try to insert a record, I get this error : The underlying provider failed on Open. This error occurs only with IIS and not with VWD 2008\'s webserver. In the EventViewer
You should create a sql account for your web server to access the aspnetdb database. It is currently using integrated authentication (tries to logon with the identity the web server is using to run the application).
The example below uses integrated auth. I would use SQL auth though.
http://msdn.microsoft.com/en-us/library/ff649314.aspx