I will post on the other thread also, but we found where we had made a change to improve transaction performance. If you were NOT using SPROCS for your inserts and updates on a transaction, the error you are referring to would occur. By default we do everything with SPROCS, but the ExecuteReader was being closed. The build that has just been posted will fix the SqlTransaction issue you have been running into.
Where is this code that you are showing screen shots of?