ODBC connection loss : time out too long, catching it not fast enough

[PROPAR]

I'using SQL Server 6.5 from a VisualC++ application.

The connection sequence looks like :

SQLSetEnvAttr(...,..., &hENV...
SQLAllocHandle(..., ..., &hDBC...
SQLSetConnectAttr(hDBC,...
SQLConnect(hDBC,...

While the connection is functionnal I do

SQLExecute(...

When there is a connection loss SQLExecute fails.

The time between SQLExecute and consecutive failure is too long and must be shorten.

So my question is :
How do I shorten the time taken by (SQLExecute, ODBC driver, SQL Server...) to catch the connection loss ?

Is it possible to configure the (ENV, DBC, RDO, server...) to shorten the time out ?

(this is not the query time-out, which is positionned to 1800 sec. to allow large query results, but would be a "watchdog" or failure time out for ODBC connection).

Thanks