用CommandBehavior自动关闭与之相关联的conn_[Asp.Net教程]
cmd.ExecuteReader的参数CommandBehavior.CloseConnection会自动帮你关闭与之相关联的conn

public static SqlDataReader ExecuteReader(string connectionString, CommandType cmdType, string cmdText, params SqlParameter[] commandParameters)
{

SqlCommand cmd = new SqlCommand();

SqlConnection conn = new SqlConnection(connectionString);

try
{

PrepareCommand(cmd, conn, null, cmdType, cmdText, commandParameters);

// 给cmd.ExecuteReader加上参数CommandBehavior.CloseConnection会在cmd.ExecuteReader执行完后自动关闭与之相关联的conn
SqlDataReader rdr = cmd.ExecuteReader(CommandBehavior.CloseConnection);

cmd.Parameters.Clear();

return rdr;

}

catch
{

conn.Close();

throw;

}

}
http://www.cnblogs.com/abeen/archive/2006/12/19/597039.HTML