I have been unable to find any documentation on properly closing database connections in WCF service operations. I have a service that returns a streamed response through the following method.

public virtual Message GetData()
{
    string sqlString = BuildSqlString();
    SqlConnection conn = Utils.GetConnection();
    SqlCommand cmd = new SqlCommand(sqlString, conn);
    XmlReader xr = cmd.ExecuteXmlReader();

    Message msg = Message.CreateMessage(
        OperationContext.Current.IncomingMessageVersion,
        GetResponseAction(),
        xr);

    return msg;
}

I cannot close the connection within the method or the streaming of the response message will be terminated. Since control returns to the WCF system after the completion of that method, I don't know how I can close that connection afterwards. Any suggestions or pointers to additional documentation would be appreciated.