When doing authentication, HttpWebRequest manages connections differently, depending on the authentication mode being used. If it uses Windows Integrated Authentication, it will close the connection after every request completes. The reasons for this are complex, and I wont go into them at this point. However, there are cases where you dont want this to happen….
Someone sent me a link which talks about how printers are embedding tracking information in pages that they print. Spooky! http://story.news.yahoo.com/news?tmpl=story&cid=1093&e=4&u=/pcworld/20041122/tc_pcworld/118664