About memory leaks
In general, memory leaks can still exist in .net. (Sort, not all of them are memory leaks in a text book per se). As with things that get stuck in generation 2 garbage collection or when objects that inherit from IDisposable or, for that matter, threads, events, SQL connections that remain open and mess with you connection pool are not deleted. Although I am not an expert in this matter, I will show you a couple of places that can help you in your search.
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.NET Wrapper Win32?