If you are using a MySql database you will need the MySql Connector installed on your computer, and the correct database settings in your account settings.
The current version of BC Manager requires the MySql Connector version 6.3.7 (MSI) which can be downloaded from http://dev.mysql.com/downloads/connector/net/6.3.html.
Once you have downloaded the above file, extract it to a sensible location (for example: Desktop), and run the install file (mysql-connector-net-6.3.7.msi). You will then be able to connect to the MySql Database specified in your account settings.
For more information about configuring BC Manager with a database, please read our "Using BC Manager with a database" manual.