CFquery in CFthread. Sandbox Issue

I have been working on an issue that has come up recently. I am making a query to the DB inside a cfthread tag. It seems that if I am the first one of the server to use the cfthread then it will use my sandbox security and let me use the query command but if someone else does the same thing they get a denied access to their dsn. Does anyone have any suggestions on this or how it functions? I am guessing its a flaw in coldfusion that nobody has addressed. Do we need to deny access to cfthread because of this?