SAPKW35012. Session remains in SM04 in the BW system.

Hi Gurus!
I use Visual Basic to call Function:
SAP.Functions.Connection.Logon(0, False)
SAP.Functions.Connection.Logoff
It works.
But sometimes the session still remain (SM04).
How can it be after session idle time out?
Why?
Can anyone help me?
Thanks, best regards,
AndyML
P.S. There is no problem in SAPKW30B21.

Warning!!!
There is the bug in SAP Automation ActiveX (OCX) Control:
Object: "Connection"
Property: "IsConnected"
"IsConnected" can be equal to "1" long time,
after maximum user idle time exceeded on the server side.
There are locked data and session has status "connected".
Server: SAPKW35012 = BW Version 3.5 + package 12
SAP GUI: 620
Solution (Visual Basic for Excel):
Public Function Check_Connection_Status (objFunc As Object) As Boolean
   Dim objCall As Object
   If objFunc.Connection.IsConnected <> "1" Then
      Check_Connection_Status = False
   Else
      Set oSaveObj = objFunc.Add("Z_PING")
      Check_Connection_Status = objCall.Call
   End If
End Function
Where "Z_PING" is dummy empty ABAP-Function.
Best Regards.
AndyML
P.S.
SAP ActiveX user manual:
http://help.sap.com/saphelp_46c/helpdata/de/d8/44ca50ac3c11d189c60000e829fbbd/frameset.htm

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