Object reference not set to an instance of an object.

I have an webapplication where I have buch of session variable. Frequently it happens that

i get the following error

Object reference not set to an instance of an object .

Sometimes I get timeout problem. Modifying the web.config makes it even worse. What is

the problem.You may need to test if Session variable is existing or not before try to use it. Use "IsNothing" if you use VB.Net or "null" if you use C#.
why should it expire for first at place I mean default timeout is 20 mintes. Besides somtimes I connetion pool maxed out error .

I did a research on this . Open connection in ur code can cause it. I closed it but still I am getting the error.

Besides In my code, I always define an open connection inside all the the subroutine and close them. Is it a bad design.