If you are having issues connecting to a particular service, you can test using telnet to help isolate the problem.  For example, if you are having trouble sending email but you can browse different websites, start by opening a command prompt (Start > Run > Type cmd > Enter).  Then type 'telnet yourdomain.com 25' without quotes.  If you get to the next black screen, you are all clear and should start troubleshooting other possibilities.  If you are not able to connect, then your ISP has most likely blocked port 25 (SMTP) at which you will need to try and find alternative methods sending email. 

Here are some other common ports to test:

HTTP: 80
HTTPS (SSLs): 443
FTP: 21
SMTP: 25
POP3: 110
SQL: 1433

When using certain SQL tools, some stored procedures like dt_* are created automatically.  These are more annoying than harmful.  Here is a link to help you clear these SPs out or you can *try* and ignore them :)

 http://databases.aspfaq.com/database/what-are-all-these-dt-stored-procedures-and-can-i-remove-them.html

If your database is acting sluggish, try sp_updatestats:

"sp_updatestats effectively executes UPDATE STATISTICS, by specifying the ALL keyword, against all user-defined and internal tables in the database. sp_updatestats displays messages that indicate its progress. When the update is completed, it reports that statistics have been updated for all tables. Statistics on disabled nonclustered indexes are also updated by sp_updatestats. sp_updatestats ignores tables with a disabled clustered index.

In SQL Server 2005, sp_updatestats updates only those statistics that require updating based on the rowmodctr information in the sys.sysindexes compatibility view; therefore, preventing unnecessary updates of unchanged items.

For databases with a compatibility level below 90, executing sp_updatestats resets the automatic UPDATE STATISTICS setting for all indexes and statistics on every table in the current database. For more information, see sp_autostats (Transact-SQL). For databases with a compatibility level of 90 or higher, sp_updatestats preserves the automatic UPDATE STATISTICS setting for any particular index or statistics."

If this does not help, then try running the index tuning wizard. 

Here are two steps that you need to do to the component to make it run in a partial trust.

1. Remove strong naming as it's not needed
2. Add APTCA (AllowPartiallyTrustedCallerAttribute) to the component

You can adjust your component by using the two steps above, or contact your vendor to update their component to run in medium trust.  Leaving your component running in full trust leaves your site and the web server it is located on highly vulnerable to security holes. 

MS article regarding APTCA:  http://msdn2.microsoft.com/en-us/library/d18a6dca.aspx