Multiple Connection to MS SQL6.5

I am creating an application the uses the BDE to connect to the MS SQL
6.5 server.  Initial connection is fine, but when a second query is run
against the database a second database connection is established.
Regardless of how many more queries are run, no further connections are
made, leaving two connections.

As far as I am aware the database and session components are configured
correctly.

I am using Delphi C/S 4 with service pack 3 installed.  MS SQL has
service pack 5a installed.

Please note that all data access / modifications work fine, but with two
connections instead of one.

I only have the one machine so both the application and the server are
on the same machine.  Could this be the problem?

Any help would be greatly appreciated.

Thanks in advance