how to handle connections on heavely used app

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I have a web app which could get 10,000 hits per minute, and relies heavely
on database interaction... we've always been told open and close connections
only when needed... but what happens if two people hit a page at the same
time and one has an open connection and the other is trying to open one,
it'd fail saying the connection is already open... how do you guys handle
connections in a heavy use application?


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