You can set up a session connection string to connect to the SQL database so that you do not have to do this everytime you wnat to make a query. I believe you can set it as a session variable in the Global.asa file.
My understanding is that to do this you can not have your SQL Security Mode Windows Nt integrated. On the system that I work on, it is and I have no control over that. what is happening right now is that when someone logs into the system I am working on everytime a query is made to the database(this means about 18 lines just to get loagged in) it shows up in one of the application logs and that thing is getting real big real fast(about 10 mg. a week. So I am trying to find a solution to this problem. I did not right the code that causes all this to happen or set up the SQL Server but I do have to try and find a solution. any help would be greatly appreciated.