Connecting to external db via query to populate dropdown boxes

[prgwhiting]

I want to connect as and when needed to an external database, in order to use it's tables to populate my drop down boxes. I can connect and disconnect no, problem, but have been warned that this may cause expensive overheads regarding bloat etc. Someone mentioned creating a query to connect to the tables in the external database, stating that this lessens the overheads. Can someone please publish an example of doing this.

Thanks