I have a client-side script using ADO connection.  If the connection fails,
I want to redirect the user back to the login page, like this:

try
    {
    objConn.Open( ....opening details....);
    }
catch(exeption)
    {
    if( exeption.number == ........)
        {
        window.alert("Login failed, you will be redirected to the login
page");
        location.href = "login.asp"
        }
    }

The problem is, the script execution will continue on this page, with
consequent errors.  Relocation seems not to be instant when you execute the
'location.href = ....'

How do you instantly stop execution and relocate?

Just add return false and catch the call if it was called from within
another function

location.href="login.asp";
return false;

HTH
Joost Devos