Did you use proper ConnectionPooling in ASP.NET

http://www.codeproject.com/useritems/ADONET_ConnectionPooling.asp
Read & ponder over Min. Pool Size:

Min Pool Size is 0 (by default) The minimum number of connections allowed in the pool. Means we are not allowing connection to swim in the pool

Final Note : Min Pool Size should be set to a optimal number. Microsoft says 5-12 is a good number.