Put this somewhere where it will run before doing any database stuff:
AppDomain.CurrentDomain.SetData("DataDirectory", System.Environment.GetFolderPath(System.Environment.SpecialFolder.CommonApplicationData));//LocalApplicationData));
Depending on whether you're installing for "everyone" or for each individual user, choose the CommonApplicationData or LocalApplicationData "SpecialFolder" there at the end. And, of course, that's where the database file has to sit. (which makes debugging from within Visual Studio a pain in the butt.)
I thought you had to go to Pittsburgh for that. My Mu[sic] My Films My Windows Programs, etc.