I think what your asking for is to enable and setup database auditing in SQL Server 2008.
http://www.sql-server-performance.com/articles/dba/Database_Audit_Specifications_in_SQL_Server_2008_p1.aspx
Sadly I do not think it is available in SQL Server Express Editions but you could try.
However if it does not work in express editions. You could log activity from a server trace. using profiler and push the profiled data to a table or file. Note: this is an expensive solution (could have some preformance issues, but is usefule sometimes in determining specific errors, including connectivity issues.)
Otherwise it is a custom solution. Basically wrap your SQL querys or Link to SQL or Link to entities in something that will log what is going on. But if your already having connectivity issues this might not help find the problem.
Or triggers on tables that log who did it and what was done. This wont directly tell you if your having connectivity issues, but if your expecting data to be inserted, updated, or deleted then you will have a log of it.
On a side note to triggers you could always store the last modified and created stamps for user and time.