Hi Olu,
There are a couple ways to do it, but the way I recommend is
a) glo:owner is threaded. this is a lot more flexible for you in the long run.
b) in the WebHandler, ProcessLink method, before parent call, set the glo:owner to the correct connection string.
Now in your case the string is likely to be the same value for all threads. However as you scale up you may want to make different users connect to different databases. By using this technique now you give yourself options later on.
If you don't know what should go into a connection string, then that's a slightly different topic. But get this part right first, then we can discuss that.
cheers
Bruce