How are you making the connections to your database? If you are using [man]mysql_pconnect/man then if you read down a bit further, you will see that you can't "close" a connection. These will instead be kept open to reduce overheads on future connection attempts. If you want to limit these then tweak MySQL's max connections settings and prollysome time-out settings as well.
If this isn't what you want then use [man]mysql_connect/man instead.
