Custom reports with multiple datasets run slowly or time out

By default when building a report with multiple datasets they will run in parallel versus as a single transaction. This running in parallel has the effect of creating a new connection for each dataset. This can result in report performance issues or SQL Server blocking and errors such as: An existing connection was forcibly closed by the remote host.
 
The data source option "Use single transaction when processing the queries" can be used to execute the report in a single transaction.

Environment

 Blackbaud CRM
 4.0

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