У меня такая же проблема. Сообщение "Объект был открыт" возникает в случае использования "Retrieve As Needed".
К примеру, открыли окно-список, но до конца не отритривили. Выбираем любую запись из списка, редактируем и пытаемся сохранить. В ответ получаем сообщение "Объект был открыт".
Как решить пока не думал, может быть отказаться от Retrieve As Needed...

When the Microsoft OLE DB Provider for SQL Server (SQLOLEDB) creates implicit connections, these connections are not pooled.

The provider creates implicit connections under the following two situations: • If you create additional sessions from the same data source object while keeping the first session open, the provider creates implicit connections to the SQL Server for each additional session.
• If you execute multiple commands from the same connection, and you are specifying read-only, forward-only (default resultset) cursors. Because SQL Server doesn't allow more than one pending resultset per connection per default-resultset (also known as firehose) cursor, the provider will implicitly create another connection if DBPROP_MULTIPLECONNECTIONS is set to VARIANT_TRUE (the default).
In both cases, the implicit connection, which is created by the provider, is not pooled. This can lead to poor performance compared to opening and closing the connection explicitly. For more information on this behavior, see the article "How Consumers Use Resource Pooling" at the following MSDN Web site:
http://msdn.microsoft.com/library/psdk/dasdk/msda3753.htm (http://msdn.microsoft.com/library/psdk/dasdk/msda3753.htm
Оригинал тут: http://www.kbalertz.com/kb_Q271128.aspx