It's working now using the variable. I don't know what i was doing
wrong, but just in case i'm going to try to convince my boss that i
can't work fridays after lunch time.

BTW 

<xsl:value-of select="document('connections.xml')/connections/connection[@id=./Conn]"/>

is equivalent to 

<xsl:value-of select="document('connections.xml')/connections/connection[@id=Conn]"/>
?

If it is, how can i reference the current main node when inside a
xpath referencing another document?