[elitegimp]

Sample size is related to the size of your interval, not the confidence of it. The bigger the sample size, the smaller your interval is.

For example (totally made up numbers):
You can have a 99.99% confidence interval of (0.3,3.7), and then increase your sample size so that the 99.99% confidence interval is (1.3,2.7)

Perhaps a better question would be: how big should my sample size be to have a 99.99% confidence interval of length 1? (and the answer will be "it depends on the standard deviation")