On dense free subgroups of Lie groups

We give a method for constructing dense and free subgroups in real Lie groups. In particular we show that any dense subgroup of a connected semisimple real Lie group G contains a free group on two generators which is still dense in G, and that any finitely generated dense subgroup in a connected non-solvable Lie group H contains a dense free subgroup of rank < 2 dim(H). This answer a question of Carriere and Ghys, and it gives an elementary proof of a conjecture of Connes and Sullivan on amenable actions, which was first proved by Zimmer.