>>I think you can control how long IIS waits to shut down an unused process by extending it in the App pool performance settings. Default is 20 mins? But it is probably a good idea to have the process re-start occasionally (in case of memory leaks etc). IIRC there's a setting somewhere which will force it to recycle if memory usage exceeds a certain level. The default behaviour then is to start up a new instance to accept requests *before* the old instance shuts down.
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>There is something else. This goes in that mode even after a few minutes. If there is no activity on the site, it will be longer on the next hit. I can get that behavior in two or three minutes. That is why I was wondering about the HTTP Keep Alive. Basically, I was wondering if that thing works at all.
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>Thanks for the reference

I do not know the specific answer to your question, but I use www.master.com watchdog feature to 1 - keep the site alive and 2 - to report to me if it goes down.