Daca nu este aplicat nici un Service Pack atunci poti verifica si urmatoarele articole de suport:

• FIX: Error message when you run a SQL Server 2005 application that contains user-defined data types: "AppDomain 3 (<db_name>.dbo[runtime].2) is marked for unload due to memory pressure"
• FIX: You may receive an error message when you run a CLR stored procedure or CLR function that uses a context connection in SQL Server 2005

Pentru CLR codding best practices: The Database Administrator’s Guide to the SQL Server Database Engine .NET Common Language Runtime Environment

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Cristian Andrei Lefter, SQL Server MVP
MCT, MCSA, MCDBA, MCAD, MCSD .NET,
MCTS, MCITP - Database Administrator SQL Server 2005
http://sqlserver.ro