Show AllConnections stay open throughout a Query session By default, Microsoft Query makes a single connection to your database and keeps the connection open until you exit from Microsoft Query, regardless of how many query windows you open for the database during that time. If you're creating queries to more than one database during a Microsoft Query session, the open connections can tie up resources and expensive connect time.
Close connections when you close query windows If you want to minimize connect time, you can have Microsoft Query close the connection when you don't have a query window open for a database. To keep the connection open only as long as you have a query window open, click Options on the Edit menu, and then clear the Keep connections open until MS Query is closed check box.