To put it in multiuser mode you say:
If I try enterring
Alter database RB_Data_Services_MSCRM
set single_user with rollback immediate;
That is the code to put it in single_user mode, not multi_user mode. Try:
ALTER DATABASE RB_Data_Services_MSCRM
SET MULTI_USER
Also, make sure you ONLY have Query Analyzer open.
-SQLBill