Depends on the error your getting. I admit I haven't tried getting PHP to talk to MS SQL. But I do have PHP talking to a MySQL database with 7.6 million records (one table has 2.2 million records alone). The query times are awesome, BUT the trick is I have PHP do some summarizing each day so when I need to fish out data, I don't need to have MySQL produce summaries of the data on the fly (such as sum() and count() stuff).
So, its possible the error(s) you're getting is because the script is timing out. You didn't provide any info if this is the case. If it is, then you need to rework your SQL statement so it executes and returns data faster (indexes help, stored procedures and views help, using SQL Analyzer to review what MS SQL is doing can be very valuable, putting limits on your SQL query to only query a subset of the data...).
