What is the tool you are using to confirm this? I am asking this because the Sieve tool for example is known to show false positives and the task manager is not a reliable tool for monitoring memory usage of a page, because its statistics depend on many system factors that usually are not even be related to the browser.
I strongly advise that you upgrade to the latest version which currently is Q1 2011 SP1. The version you are referring to is 4 years old and does not support modern browsers. In additional to support for new browsers you will also benefit from many fixes and improvements in the controls. I cannot confirm if the issue you report is an actual bug in your version or the problem stems from something in the exact project, but I can confirm that the DestroyOnClose functionality works properly in the latest versions.
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