Performance & best practices question????

Question

Hi All, For a desktop application is it better to establish a connection to the database once when you open the app up and leave it open until you close the app or is it better to open & close when you need to retrieve/update data to the database? The reason I ask is because I've always opened & closed the connection to the database when I need to retrieve/update data but I'm currently working on an app that opens the connection when you open the app and doesn't close it until you close the app and I believe that it is a waste of resources and a performance issue. Is this true or either way doesn't matter? The gentlemen that wrote the app says why open & close a connection every time when I can just due it once because I need to persist data about every 7-10 seconds. So he is under the assumption that opening & closing the connection would be more of a performance issue then the way it currently is written. Can anyone shine some light on this or show me some documentation that shows best practices as far as connections to a database? Thanks in Advance...