hi there,
i think that option might be under -o switch.
something like -oConnectTimeout=<a whole number>.
i haven't used sftp though, but i can see this in man from linux, like --> man sftp is worth to look at.
http://www.google.com/#hl=en&q=sftp+options+-oconnecttimeout&aq=f&aqi=&aql=&oq=&gs_rfai=&fp=685ea1f8111a21a
http://infohost.nmt.edu/tcc/cgi/manweb.cgi?p=sftp
good luck and please tell me how it works out,
tonci korsano