MsAccess to SqlServer: sp_setapprole problem

I am working on an app with an Access2002 frontend and Sql2005
backend. I have to use integrated security. I want to prevent my users
from altering data in another way than via the frontend.
It looks to me that the mechanism to do it is the Sqlserver
sp_setapprole procedure. Works fine when programming directly to
Sqlserver, and also een Access Data Project at first sight seems to
work as it should via the call to the sp_setapprole proc.
But for a number of reasons I would like to use a normal MDB as
frontend with Dao3.6 as data access method. This works fine normally
when I use SqlServer as backend, but now when I want to use
Intergrated Security the necessary sp_setapprole won't behave as
expected:
1) Excuting it via a passthrough query while using a DSN seems to
work, but suddenly the changes in tablepriviliges (because of
activating the role) can be gone. Seems like the mechanism is
unstable.
2) Using a DSN less connectionstring has the result that the sql user
for the connection changes in the rolename (as it should be) but table
privs don't change at all.
I read about the '3 connections Access uses' when connecting to
Sqlserver ('How to use Application roles with Access projects and SQL
Server 2000 Desktop Edition'). Maybe this has got to do something with
the strange behaviour after executing sp_setapprole.
Is there some with experience with this problem. And hopelfully some
tips, because I desperatly need the Int.Security + an Mdb frontend.