Take into account though, if you are using impersonation on your Commerce Server website then this is a security risk. If a one user reuses the SQL connection of a different user, they can assume the security rights of that previous user. See http://msdn.microsoft.com/en-us/library/aa545755%28v=cs.70%29.aspx for more information on those risks.
To enable connection pooling:
If you are using the 32-bit version of Commerce Server, change the value of the HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Commerce Server 2007\Profiles\UnsafeAuthenticatedConnectionSharing registry key to 1.
If you are using the 64-bit version of Commerce Server, change the value of the HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\Microsoft\Commerce Server 2007\Profiles\UnsafeAuthenticatedConnectionSharing registry key to 1.
Then, reset IIS
These registry keys are valid for Commerce Server 2007 and 2009, despite the registry path saying 2007.