$connection = new CDbConnection($dsn, $username, $password);
$connection->active = true;
Yii::app()->setComponent('clientDB', $connection);

'db'=>array(
        'connectionString' => 'mysql:host=hostIP;port=3306;dbname=database1',
                    'class'=>'CDbConnection',
        'emulatePrepare' => true,
        'username' => 'username1',
        'password' => 'password1',
        'charset' => 'utf8',
    ),
            'db2'=>array(
        'connectionString' => 'mysql:host=hostIP2;port=3306;dbname=database2',
                    'class'=>'CDbConnection',
        'emulatePrepare' => true,
        'username' => 'username2',
        'password' => 'password2',
        'charset' => 'utf8',
    ),

$connection->Yii::app()->db2;
//then you would pass the connection into whatever you are using for your queries.
//For example for an raw SQL command:
$command=$connection->createCommand($sqlQuery);
$command->execute();