Well, I think I know why connections time-out: I think Mathematica gets bogged down whenever a function is called repeatedly. Each call to a function takes longer than the previous one. Have a look at my recent discussion Need Help With Speed or Memory Problem, where I described how a function I created to process many files on a local drive slows to a crawl. I have been trying to speed it up by using Block instead of Module, but it is not much help.
