My DBA says that there are way too many connection open and he thinks it is my code in .net that is leaving them open.
I am using LINQ querys and EF code first.
By default DbContext automatically manages the connection for you. So you shouldn't have to explicitly call Dispose.
Blog post on the subject: Link
But I believe not disposing can cause performance issues if you're processing a lot of requests. You should add a using statement to see whether or not it's causing a problem in your case.