"Dynamic" db

What I'm trying to achieve is the following:

• There is no guest access to the application, login is required
  
• On the login form, the user has to choose a database identifier (dbid)
  
• During authentication, a connection string is generated from the dbid and is used together with the username and password to try to connect to the database.
  
• Authentication is actually performed by the DB server. If the connection is successful, the connection string, username and password are saved in the user's session.
  
• For subsequent requests, these saved values are used to connect to the database.

Any advice? Could I still use the standard CApplication->db component? When would be the right time (place) to retrieve the connection details and initialize the connection?