I don't think you can do it through the NewMail object. Assuming you are using CDONTS with IIS server: you can setup the default smtp server with Internet Information...
Are you co-locating your own server with sql installed, or is the hosting company providing you with sql server access? If the sql server access is provided by the...
I agree with Andy that this is probably a connection pooling issue. I would also recommend running these queries in Query Analyzer and see if the results are correct....