Despite initial being kept out of the starting line-up by Tyrone Mears, the latter's move to Marseille on loan ensure Connolly became the club's first choice right back and, later appointed team captain by manager Paul Jewell.
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He also attended Georgetown University Law Center on the Paul Connolly Memorial Full-Tuition Scholarship and received his Juris Doctor, Magna Cum Laude and Order of the Coif in 1995.