What are the consequences of not closing database connection after an error?

Question

I have an application that is causing a lot of headaches. It's a .NET app connecting to SQL Server 2005 via a web service. The program has grid that is filled by a long running stored procedure that is prone to timing out. In the case when it does time out and a SqlException is thrown, there is no execption handling to close the connection.

What are the actual consequences of this condition? I think that the framework or SQL Server probably takes care of it one way or another but am not sure.

Addition The program always works well in the morning, but after an hour or so of use it basically stops working. The issue isn't that I don't know how to code the connection properly. I need to know if these symptoms could be casued by the unclosed connections. It is kind of a big deal to change the production code and I would like to know that it is at least possible for this to be the issue.

Conclusion I engineered this failure to occur on hundreds of simultaneous connections. Never was I able reproduce the failure condition in the application environment. Marked best practices answer as correct. Thanks everyone.

Answer 1

Since a SqlConnection closes while disposing i usually use this syntax

using (SqlConnection conn = new SqlConnection())
{
  // SqlCode here 
}