דוגמא ליצירת פרוייקט סילבר לייט עם דטה בייס
http://www.dreamincode.net/forums/topic/173124-silverlight-connecting-to-remote-database-wcf/
http://www.codeproject.com/Articles/37522/7-Simple-Steps-to-Connect-SQL-Server-using-WCF-fro

מאמר הקדמה לסילבר לייט
http://www.codeproject.com/Articles/59562/An-Introduction-to-Silverlight


there are different ways for connecting to a database, e.g.:

ADO.NET Data Services  ( new name in .NET 4.0 is WCF Data Services)
RIA Services (new name is WCF RIA Services)
classic WCF or ASP.NET Webservice
...
ADO.NET and RIA Services are the most common. I think RIA Services is the way to start. So first you should watch this video, there you see everything you need to connect to a database and you'll find also a link to download C#-Code:

http://www.silverlight.net/learn/videos/all/silverlight-data-part1/