connection - How to set NSMuteableURLRequest connection to "Connection: close"?

Question

I have tried setting setting my NSMuteableURLRequest to close , but its always on 'keep-alive' , how can I force to close connection. I am doing like this :

NSMutableURLRequest *req = [[NSMutableURLRequest alloc] initWithURL:url ];  
[req setHTTPBody: [postStr dataUsingEncoding:NSUTF8StringEncoding]]; 
[req setValue:@"close" forHTTPHeaderField:@"Connection"];

And how bad it is if connections stays on 'keep-alive' ? Thanks for your help.