Unfortunately, there is no easy solution for web site projects. You can indeed maintain two copies, or never overwrite the live version and manually update other settings. Alternatively, and that's what I would suggest in this case, you can use the configSource attribute of the connection string element. This enables you to define the code for the connectionStrings element in a separate file. This way your main config file can be deployed while you should never overwrite the file with the connection strings (which remains a risk). Check out the section "Using External Configuration Files" in this article: http://msdn.microsoft.com/en-us/libr...(v=vs.80).aspx
For Web Application Projects, Microsoft created a much better solution: web config transformations: http://blogs.msdn.com/b/webdevtools/...formation.aspx
Unfortunately, this is not available for web site projects, the project type that the Planet Wrox site uses.