SQL server 2005 timeout problem

I am getting SQl timeout from SQL server 2005. My sql statement is taking more than 15sec.
I used database engine tuning advisor. But it doesnt give any recommendations. I changed remote query timeout to 6000 in Connection page in MS SQL Server Management Studio.
I added timeout to connnection string too.
Connection string="data source=xxxx;database=yyyy;user=aaa;password=bbb;timeout=6000"
But I am still getting timeout error.  
Do you have any recommendation.  Why does not  sql server look timeout?
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mastooConnect With a Mentor Commented:
I think that connection string timeout is a timeout for the connection attempt.  You need to set the query timeout in the application you are using (or do something to reduce the execution time).  For instance, in .Net it would be SqlCommand.CommandTimeout.
In SQL Server Management Studio, go to the menu, select tools, and options.
In the options window, click query execution.
What does you Execution time-out field say?
It should be 0.
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