How to connect once for all queries in SQL Server Management Studio? SSMS asks me to connect for every query in my project. Is there a way to connect only once per connection for all of the queries using it in my project?

The answers below (March 2014) don't answer the question. Still looking for a solution.
Click View --> Registered Servers
Right-click Local Server Groups --> New Server Registration

Then you can store the connection info, name it what you want, and just double-click then when you want to use it.