I have multiple databases in which I want to traverse.  Each database is
secured using Applicaiton Roles.  I use the SQLConnection object to connect
to the first database.  I run the sp_setapprole procedure and I can access
the tables with no problem.  However, when I try to call the ChangeDatabase
method on my connection object, I get an exception thrown stating that my
application role user is not a valid user in the database.  If I connect to
the same database using Open, it works fine.  I don't quite understand what
is going on here.  Can anyone help?

Can't find stored procedure
A question about closing the SqlDataReader
Excel and ADO.NET
return OleDbDataReader from static function
ado.net create a table