Hi Stanley,
You do not need to give AD users access to the GP SQL Server, and it is very simple and easy to use a domain user and SSPI with eConnect with very little configuration.
I would recommend reading the eConnect Install & Admin guide and following the installation and configuration steps carefully--it will walk you through the entire process of configuring DTC and COM+ and should only take a few minutes.
eConnect uses MSDTC for its calls to the server, and you will configure the eConnect COM+ object to operate using a specific identity (a dedicated AD domain user that you create). The end user's identity is ignored in during the eConnect call, and only the eConnect AD user is used.
The only minor caveat is that MSDTC will need to be able to have bi-directional communication between the client and the server. I've only had two clients where that has been an issue, and it was due to basic network configuration issues, so you will probably not have any issues.
In case you do have issues, I have two blog posts about DTC troubleshooting:
http://dynamicsgpland.blogspot.com/2009/04/more-than-i-ever-wanted-to-know-about.html
http://dynamicsgpland.blogspot.com/2009/05/econnect-error-fail-to-invoke-remote.html
Let me know if you have any questions.
Steve Endow