Occasionally, after connecting to a server using Sql Management Studio, Remote Desktop or through Windows Explorer using a file share and then trying to connect again using another of these methods I will be stopped by this error:

Multiple connections to a server or shared resource by the same user, using more than one user name, are not allowed. Disconnect all previous connections to the server or shared resource and try again.

In the past I have rebooted to resolve the problem, but when you have half a dozen windows open this can be most inconvenient. Fortunately, I just found a better way:

Open a Command Prompt and type these commands:

net use (to see all existing connections)
net use * /del /yes (to delete all existing connections)