When I had task that was similar to yours, I opened connection to database
via JDBC Connection Configuration once per Thread Group. After that I used
this connection through the whole test. While creating
JMeter test-plan, I used 
http://community.blazemeter.com/knowledgebase/articles/65143-using-jdbc-sampler-in-jmeter-2-6
How to use JDBC Sampler in JMeter 

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