A very simple and defensive approach would be to use try/catch in your script to catch the connection error. So, in the onload of the form you could try to make a connection (using the Query() method) to webservice or sharepoint list and if there is an error catch it.
Question, for the Data Connections are you connecting to, do you have the "Automatically retrieve data when form is opened" checked. If you have requirements that the form can be opened with the user does not have connectivity, you will run into problems. It would be better to uncheck it and then manually fill the combobox with the data returned in the OnLoad of the form.
Jason
http://www.k2distillery.com/