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How to Check & Validate ans Ms SQL 2000/2005 connection

We have found that our apps gets disconnected random.  

How can I check the continuity with an SQL connection?  
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Ephraim Wangoya
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The application are various and are not developed by us.

Is there a CMD command like PING or another command that can verify this?
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The connections is wired.

By what you are stating, that means that is not possible for SQL to loose connection if there is valid LAN connection?

There is no way to test an SQL connection continuously like    "PING XXX.XXX.XXX -t"

We have left running  "PING XXX.XXX.XXX -t" on the PCs to see if its LAN and the apps randomly hangs giving errors like tables not found, etc. even though the LAN is ok and the PING is giving correct connection results.
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Understood.  So how can I chack or validate an SQL connection?
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But thats a Query Analyzer statement and the clients don't have SQL installed, they only have an ODBC connection.

I need to verify the communication between clients and SQL server.

There has to be a tool for this
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Please excuse my ignorance in the topic, but I understand now: there is no way via a tool or command prompt to verify the communication between clients and SQL server.

Now by your comment, when done by the application itself, there is a way to verify the communication between clients and SQL server?  By that I understand that we can program an application to  verify the communication between clients and SQL server?

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understood.
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thanx