There's a problem with ExternalUrlModule when using Ajax pro. The file extension for ajax pro is .ashx which means ExternalUrlModule will pick it up and check the database if it's some kind of special url. On a busy site this will evetually bring your database machine to it's knees.
ExternalUrlModule will exclude the folowing file extensions: aspx, gif, jpg, jpeg, png, js, htc, css, ico, axd. This means Microsoft Ajax is unaffected but Ajax Pro is.
Solution is the following undocumented web.config key:
EPsExternalUrlHandlerSkipFileTypes
It will override the file extension list totally. So a proper key should look like this:
Hopefully this extension will be included in future releases of Episerver as Ajax Pro is a rather common library. Or the configuration key should be documented.