The short answer is that you can't manage a SQL Express database and also have it be online at the same time.  Since SQL Express databases are accessed through direct file access, it will become locked and unavailable if you open it to manage it or run queries.  I would suggest A) upgrading to SQL Server, if possible, or B) use the SQL window in DNN, rather the connecting to your database through a remote process.

Hope it helps,

Brian is not completely correct, because you can use SQL Server Express like other versions of SQL Server, only the file based connections (using .mdf file name in connection string) has this limitation. If you attach the database using free Database Management Studio Express, you can debug and access database the same time.