Start SQL Server profiler and look at the connection from the begining to the point of failure watching how many connections are created and destroyed. You may also want to run performance monitor on the web server looking at "SQLServer:Gerneral Statstics" with UserConnections to see if anything specifically happens to connections. May be maxing out the connections so check you license on the SQL Server as well. Could even be a problem with the data access components. so you may want to try installing a fresh copy of the MDAC from Microsoft on the web server.