Using VFP 6, SP5, SQL Server 7.0 Developer edition and MDAC 2.7 (ADO), I'm running into this situation with code like the following :

thisform.oConnection.Open()
thisform.RunProcess()
thisform.oConnection.Close()
MessageBox("Process finished")

The connection remains open until I close the messagebox window.

if I delay displaying the messagebox with something like:

thisform.oConnection.Open()
thisform.RunProcess()
thisform.oConnection.Close()
wait timeout 1
MessageBox("Process finished")

The connection closes as expected before the messagebox is displayed, I'm confirming this by using performance monitor.

It seems to be a timing issue, it happens only in real time, not when I trace through the code, I have different variations of code like that and I don't think it should be necessary to have to place that delay every time. TIA.