Connections not closing

Hi all. It's the first time I write on this newsgroup, I hope you could
help me. I noticed a strange behaviour on MySQL 3.23 under Win 2000
Server. Even if both wait_timeout and interactive_timeout system
variables are set to 28800 seconds (the default) after this time
sleeping connections aren't closed. A similar thing happens if I try to
kill a connection using WinMySqlAdministrator...it says the connection
has been killed, but it remains in the list of active connections (also
after many days...).
Using MySQL 5.0 all works correctly, connections are closed after
wait_timeout and if I kill a connection it is closed in a few seconds.
I tried opening connections with my app (java through jdbc driver),
with sqlyog and with a c++ app. On MySQL 3.23 I've always the same
problem, while on MySQL 5.0 is all ok.
I know on MySQL 3.23 there was a bug closing connections on Solaris
OS...is there a bug also on Windows OS? Unfortunately I can't install
MySQL 5.0 on the server where the app is installed, so I should know if
it's a bug in order to solve it in other ways.
Thanks for any answer!

Elvandar

just scanning your post quickly try one of following

set session variable wait_timeout = 1000000 on every connection

-or-

verify connection open after every single command execute (my favourite :))