Sharepoint 2010 ASP.NET Impersonation

I was getting

"Login failed for user 'NT AUTHORITY\ANONYMOUS LOGON'

when attempting to access my list linked to an external content type, a remote SQL Server Database.

To resolve the issue, I opened IIS 7 \ Sites \ SharePoint - 80 \ Authentication \ ASP.NET Impersonation \ edit, then added a domain account here that could access the SQL Server.

I'm sure this might not be the best practice, security-wise, but hey, at least now it works!

Oh, to even get as far as the above login failed error, I had to do:

Central Administration \ Manage service applications \ Business Data Connectivity Service \ [my external content type] \ Set Object Permissions, then add the above domain account.

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Update:

Trying on another machine in a different domain now and got: "access denied by business data connectivity"
when trying to add a connection to the External Content Types.
Solved by going to Central Administration \ Manage service applications \ Business Data Connectivity Service \ Set Metadata Store Permissions, and adding my domain account with all available permissions.