Trouble connecting SQL Server 2005 through Cold Fusion Administrator

Fellow Experts:

What would be the likely cause of the following error message?

Connection verification failed for data source: MSSQL2005
java.sql.SQLException: Timed out trying to establish connection
The root cause was that: java.sql.SQLException: Timed out trying to establish connection

Would this be due to a firewall setting? A bad path to the database? A bad password? Thanks.