The short and somewhat unhelpful answer on tips to use ADO might be don't

On a more helpful note....

Which web server components are you using, the Indy ones, or are you writing a CGI app or an ISAPI/Apache module?

Are you creating one connection to the database and then using it when you process all the requests? Web servers are normally multi-threaded and you can get into a real mess if you're not handling ADO properly.

So, can you give us some example code? Where you setup the connection, where you use it, that sort of thing?