You didn't provide details, but this is probably the case - on that datamodule you have some database component and this database component has "connected" property set to true, so it tries to connect to underlying database in design time.
Set this property to false in object inspector, so that it does not connect in design time and set it to true in code, so it will connect in runtime only.
Sometimes, you might need active connection in design time, eg. if you want persistent fields in some query component - then you can set connected to true in object inpector, open the transaction and query, create the fields, but then after the fields had been created, you can set connected to false again.