Well, first off, that is going against the concept of .NET environment, and system resources, but this is your choice and not uncommon to do something like this. I would have to ask the purpose of maintaining the connection?
Saying that, as long as the second, third, etc connections to the DB are not trying to access the same data/table(s) as the first connection they should be able to update. i.e. Mutliple users can connection via any front end to an access DB and view, and add records, but updating a record that another is accessing will generate an error. This is because the records are locked, and you don't want to break that lock, as you suffer corrupting the DB and referential integrity.
Hope this helps.
Yes, the problem is that one client got a connection keep alive, but I made it for simulate some problems like slow communication (or something else...), it's normal if I don't close the connection other client can't open mdb file for update ?