You must ensure that the database driver is thread safe: Not all are!
Microsoft SQL Server 6.x driver is thread safe. Check the documentation for other drivers.
Note that you can also use DB Connector, which comes with the Internet Information Server, to create front ends with simple forms and queries for your database applications. See the documentation for Internet Information Server for more information.
Create your database connection in an appropriate way. Remember that your DLL may remain in memory until the server shuts down, and you may need to reestablish your database connection at various times during the lifetime of the service.
If you already have client/server solutions using SQL Server, you may be able to use them. If you are using HTML on the client side, you can continue to do so. You can also use DB Connector, which is a part of the Microsoft Internet Information Server that makes it easy for you to build simple front ends to run on your server. ISAPI provides access to the full power of SQL and is needed for more complex database queries.
Browsers handle form processing differently. For more information, see Processing HTML Forms Using Internet Server Extension DLLs and Command Handlers.
See Also TN067: Database Access from an ISAPI Server Extension, Internet: Where Is...