If you cannot remove a database connection (EM Personalization Server or Management Server) from the SCP you may need to use a Powershell command to achieve it. The way to do this is detailed below.
This method can also be used as part of a script or as a quicker way to remove a connection.
Remove Personalization Server database connection:
Remove-ApsDatabaseConnection -DatabaseConnection "Personalization Server connection" -Type Personalization
Remove-ApsDatabaseConnection -DatabaseConnection "Management Server connection" -Type Management
NOTE: If the above command fails to remove the connection you may need to reset the server to factory defaults. See the following article for instructions: http://www.appsense.com/kb/160826003917300