Login Stuck in Database?
IntelliSense gets confused occasionally. 

Try refreshing the IntelliSense cache by pressing CTRL-SHIFT-R or hit "Edit -> IntelliSense -> Refresh Local Cache" from the menu-bar to see if the underline goes away.

Alternately, try running CREATE LOGIN [dh\demo_Data_Admin] FROM WINDOWS WITH DEFAULT_DATABASE=[master] - if the login already exists, this will return an error.  If no error is thrown, the login didn't already exist, and has now been created.

You can check if the login exists with this query:

SELECT *
FROM sys.server_principals sp
WHERE sp.name = 'dh\demo_Data_Admin';


If the login exists, a row will be returned with details about the login.