I'm not sure what you mean by 2000. There is Sql 2000i, and V8.
Anyway, I see that also with my ODBC connections. But I find that once the initial connection is made, repeat commands are very fast. In my program I open my connections and leave the open the duration of the service (which is usually all day). You would put try..catch (or on error) code in to detect if the connection closed, and re-open if necc.
I've found this is much faster than open/close, open/close. (Unlike Sql Server).
Hope this helps,
Eric