It appears because you don't have a user/password that matches in both files.
It could also appear if you have the "require full access" checkbox checked under:
File > Manage > Security > File Access
in one of the other files, and the users using the system do not have Full Access privileges in that file.
you're right: actually I'm respecting both the requirements you said, I mean same usr/pwd and users with full access privileges but... I've understood that 1 of the db that I'm trying to share has problems... I didn't yet understood what kind of problem but of course some problem :-)...
In any case, thanks for your support