I had a problem connecting from a Vista machine to a SQL Server 7.0
machine. The server and client were separated by a couple of routers.
The client could connect to the sql server but any queries returning
more than about 10 rows would time out.
Also when I tried to use remote desktop to connect from this client to
the same server, it would often lose its connection.
The solution was to turn off a new networking feature of Vista:
"Receive window auto-tuning"
The fix is described here:
http://support.microsoft.com/kb/934430
and a discussion of the root cause if here.
http://blogs.msdn.com/wndp/archive/2007/07/05/receive-window-auto-tuni...on-vist
Just thought I'd share it with anyone having the same problem.