The customary configuration of a Yii application includes just a single database section in the protected/config/main.php file, but it's easy to extend this to support more than one, tying each Model to one of the databases.

Add these lines in /config/main.php

'components'=>array(
.........
		'db'=>array(
			'connectionString' => 'mysql:host=localhost;dbname=database1',
			'emulatePrepare' => true,
			'username' => 'root',
			'password' => 'itsasecret',
			'charset' => 'utf8',
		),
		'db2'=>array(
		    'class' => 'CDbConnection',
			'connectionString' => 'mysql:host=localhost;dbname=databa...