I was having timeout problems so copied the following to my webconfig and then error happened.
Removed from webconfig and copied config to website but error msg persists.

<appSettings>
    <add key="DBConnection" value="server=xxx;uid=xxx;pwd=xxx;database=xxx;Connect Timeout=200; pooling='true'; Max Pool Size=200"/>
    </appSettings>

and

<httpRuntime appRequestQueueLimit="100" executionTimeout="60000" />
and in website properties anonymous access is ticked and iusr_xx selected with pword.

here is stack trace

[SqlException (0x80131904): Login failed for user 'NT AUTHORITY\ANONYMOUS LOGON'.] System.Data.SqlClient.SqlInternalConnection.OnError(SqlException exception, Boolean breakConnection) +800131 System.Data.SqlClient.TdsParser.ThrowExceptionAndWarning(TdsParserStateObject stateObj) +186 System.Data.SqlClient.TdsParser.Run(RunBehavior runBehavior, SqlCommand cmdHandler, SqlDataReader dataStream, BulkCopySimpleResultSet bulkCopyHandler, TdsParserStateObject stateObj) +1932 System.Data.SqlClient.SqlInternalConnectionTds.CompleteLogin(Boolean enlistOK) +33 System.Data.SqlClient.SqlInternalConnectionTds.AttemptOneLogin(ServerInfo serverInfo, String newPassword, Boolean ignoreSniOpenTimeout, Int64 timerExpire, SqlConnection owningObject) +172 System.Data.SqlClient.SqlInternalConnectionTds.LoginNoFailover(String host, String newPassword, Boolean redirectedUserInstance, SqlConnection owningObject, SqlConnectionString connectionOptions, Int64 timerStart) +381 System.Data.SqlClient.SqlInternalConnectionTds.OpenLoginEnlist(SqlConnection owningObject, SqlConnectionString connectionOptions, String newPassword, Boolean redirectedUserInstance) +181 System.Data.SqlClient.SqlInternalConnectionTds..ctor(DbConnectionPoolIdentity identity, SqlConnectionString connectionOptions, Object providerInfo, String newPassword, SqlConnection owningObject, Boolean redirectedUserInstance) +173 System.Data.SqlClient.SqlConnectionFactory.CreateConnection(DbConnectionOptions options, Object poolGroupProviderInfo, DbConnectionPool pool, DbConnection owningConnection) +357 System.Data.ProviderBase.DbConnectionFactory.CreatePooledConnection(DbConnection owningConnection, DbConnectionPool pool, DbConnectionOptions options) +30 System.Data.ProviderBase.DbConnectionPool.CreateObject(DbConnection owningObject) +424 System.Data.ProviderBase.DbConnectionPool.UserCreateRequest(DbConnection owningObject) +66 System.Data.ProviderBase.DbConnectionPool.GetConnection(DbConnection owningObject) +494 System.Data.ProviderBase.DbConnectionFactory.GetConnection(DbConnection owningConnection) +82 System.Data.ProviderBase.DbConnectionClosed.OpenConnection(DbConnection outerConnection, DbConnectionFactory connectionFactory) +105 System.Data.SqlClient.SqlConnection.Open() +111 System.Web.DataAccess.SqlConnectionHolder.Open(HttpContext context, Boolean revertImpersonate) +84 System.Web.DataAccess.SqlConnectionHelper.GetConnection(String connectionString, Boolean revertImpersonation) +197 System.Web.Security.SqlMembershipProvider.GetPasswordWithFormat(String username, Boolean updateLastLoginActivityDate, Int32& status, String& password, Int32& passwordFormat, String& passwordSalt, Int32& failedPasswordAttemptCount, Int32& failedPasswordAnswerAttemptCount, Boolean& isApproved, DateTime& lastLoginDate, DateTime& lastActivityDate) +1121 System.Web.Security.SqlMembershipProvider.CheckPassword(String username, String password, Boolean updateLastLoginActivityDate, Boolean failIfNotApproved, String& salt, Int32& passwordFormat) +105 System.Web.Security.SqlMembershipProvider.CheckPassword(String username, String password, Boolean updateLastLoginActivityDate, Boolean failIfNotApproved) +42 System.Web.Security.SqlMembershipProvider.ValidateUser(String username, String password) +83 System.Web.UI.WebControls.Login.OnAuthenticate(AuthenticateEventArgs e) +160 System.Web.UI.WebControls.Login.AttemptLogin() +105 System.Web.UI.WebControls.Login.OnBubbleEvent(Object source, EventArgs e) +99 System.Web.UI.Control.RaiseBubbleEvent(Object source, EventArgs args) +35 System.Web.UI.WebControls.Button.OnCommand(CommandEventArgs e) +115 System.Web.UI.WebControls.Button.RaisePostBackEvent(String eventArgument) +163 System.Web.UI.WebControls.Button.System.Web.UI.IPostBackEventHandler.RaisePostBackEvent(String eventArgument) +7 System.Web.UI.Page.RaisePostBackEvent(IPostBackEventHandler sourceControl, String eventArgument) +11 System.Web.UI.Page.RaisePostBackEvent(NameValueCollection postData) +33 System.Web.UI.Page.ProcessRequestMain(Boolean includeStagesBeforeAsyncPoint, Boolean includeStagesAfterAsyncPoint) +1746

Your connection strings go in the connectionstrings section, not the appSettings section:

           <add name="ShippingConnectionString" connectionString="Data Source=.\;Initial Catalog=Shipping;User ID=xxx;Password=xxx" providerName="System.Data.SqlClient"/>

      </connectionStrings>

 Thanks for the reply It was a connection string error, but wrong server in connection string.

cheers