I was going to try Subsonic, you can generate DAL with buildProvider element in an ASP.NET website project. But I get curious why Web applications or windows applications do not support BuildProvider.
PS: I know for Subsonic there is one other option to use it with other than BuildProvider, but I just get curious.
It doesn't work because of the different way things are compiled in web application projects vs. website projects. From what I read on MSDN, it has to do with the fact that in web app projects, all your code files are compiled into a single assembly using MSBuild before deployment, but Build Providers are used to generate code that is compiled at runtime (from your App_Code folder).
In website projects, all of your code is compiled at runtime so it all plays nicely together.