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From SQL Server Magazine]
SQL Server 2005s Service Broker uses a new concept of a dialog conversation. Service Broker conversations are conceptually similar to T-SQL connections, but there are a few important differences that could affect performance, and even have the potential for data loss. Ill discuss a few common pitfalls related to Service Broker conversation management and provide some simple solutions and workarounds.
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http://www.sqlmag.com/Articles/Index.cfm?ArticleID=103131