When using LINQ to SQL the database connection is typically managed by the L2S data context object. That context class is defined in the DalLinq project, and was created by Visual Studio.
In the Library project you'll see the DataPortal_XYZ methods. They are required by CSLA and are the points at which your business object must create/fetch/update its data using the DAL. Notice that this is the point at which the data context is used.
Csla.Data.ContextManager is a CSLA .NET type that helps you manage the database connection contained within the data context. When using TransactionScope you must make sure to open and reuse one single database connection and ContextManager makes this relatively easy when using L2S.
There's also Csla.Data.ConnectionManager that does the same thing for any raw database connection object (like a SqlConnection).
Rocky