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I'm assuming your talking about connection pooling and not just sharing a data source. ADO does this automatically. The connections do time out at around 5 min (this varies apparently quite a bit) if unused. They also close when you close the application. This means that calling Close() on an open method doesn't actually close the connection. The connection remains open within the connection pool. This is turned on by default, so you'd have to figure out how to turn it off if you didn't want it. Try googling ADO connection pool for the details.
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