Connect Exist On Killing Connection Spid

Hi,
Happy New Year


i have SQLServer2000 and 2005 installed,established one connection each from Query Analyze(SQLServer2000 ) and
Microsoft SQL Server Management Studio - Query (SqlServer2005).
Written a script to disconnect all connection.It work fine in case of SQLServer 2005 but do not kill connection from Query Analyze(SQLServer2000 ).
On quering sys.dm_exec_sessions do not show any connection.But when i execute the query from Query Analyze(SQLServer2000 ) it return the result in place of disconnect error.


DECLARE @spid INT

DECLARE @tString varchar(15)

DECLARE @getspid CURSOR

SET @getspid = CURSOR FOR

select session_id from sys.dm_exec_sessions where session_id>28 and

host_name NOT IN ('xxx') and program_name in ('SQL Query Analyzer','SQL Query Analyzer - Object Browser',

'SQLCMD','OSQL-32','Microsoft SQL Server Management Studio')

OPEN @getspid

FETCH NEXT FROM @getspid INTO @spid

WHILE @@FETCH_STATUS = 0

BEGIN

SET @tString = 'KILL ' + CAST(@spid AS VARCHAR(5))

EXEC(@tString)

Print @tString

FETCH NEXT FROM @getspid INTO @spid

END

CLOSE @getspid

DEALLOCATE @getspid


Please let me know why Query Analyze(SQLServer2000) connection disconnect on killing the respective spid.
Regards
Sufian