Using keyword

SqlConnection con = new SqlConnection(connectionString);
SqlCommand cmd = new SqlCommand(commandString, con);
con.Open();
cmd.ExecuteNonQuery();
con.Close();

using (SqlConnection con = new SqlConnection(connectionString))
{
    using (SqlCommand cmd = new SqlCommand(commandString, con))
    {
        con.Open();
        cmd.ExecuteNonQuery();
    }
}

C# will internally generate two try / finally blocks (one for the SqlConnection and one for the SqlCommand)

jeebu