If your application is leaking connections to Microsoft SQLServer, you can find the last SQL statement that was run for a connection by running this query.
Run the following query:
SELECT recent.text AS 'Last SQL Statement', connection.client_ip_address AS 'client IP', connection.connect_time AS 'connected since', FROM sys.dm_exec_connections AS connection CROSS APPLY sys.dm_exec_sql_text(connection.most_recent_sql_handle) AS recent ORDER BY connection.connect_time ASC
Note that I have only used it on SQLServer 2008!