How do I use database in web server?

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IIS7

ASP

ASP.NET

IIS

LINQ

Hello,
I configured a simple ASP.NET website on Windows Server 2008 R2 in IIS7 and everything goes well, but now when I want it to use database for showing information, I get this error in Internet Explorer:

Compilation Error 
Description: An error occurred during the compilation of a resource required to service this request. Please review the following specific error details and modify your source code appropriately. 

Compiler Error Message: CS0246: The type or namespace name 'DataClassesDataContext' could not be found (are you missing a using directive or an assembly reference?)

Source Error:

 

Line 10:     protected void Page_Load(object sender, EventArgs e)
Line 11:     {
Line 12:         DataClassesDataContext db = new DataClassesDataContext();
Line 13:         var q = from i in db.Table1s
Line 14:                 select i;

Source File: c:\inetpub\oranges\sub\Default.aspx.cs    Line: 12 

The Line 12 appears in Red!

I used LINQ in Visual Studio 2010 and here is my code:

DataClassesDataContext db = new DataClassesDataContext();
var q = from i in db.Table1s
        select i;
foreach (var i in q)
    ListBox1.Items.Add(i.data);

What is the problem?
And is that neccessary to install SQLExpress in a server?

Thanks in advance.