Hi Rodrigo,
Google is a Rails developer's best friend. The solution you're looking for depends a lot on how you want to manage your connections.
Googling 'rails multiple databases in database.yml' http://www.google.com/search?q=rails+multiple+databases+in +database.yml&ie=utf-8&oe=utf-8&aq=t&rls=com.ubuntu:en-US:unofficial&client=firefox-a
Googling 'rails multiple database connections'
3Aen-US%3Aunofficial&hs=uEm&q=rails+multiple+database +connections&btnG=Search&aq=f&oq=&aqi=
HTH, Bill