In SQL Server Management Studio, is there any way (for example a SQLCMD command or something) to get the SQL script window to automatically disconnect as soon as the query has finished executing?
Easy one ...
Think about why do you want to do it ? Any specific reasons ?
From BOL :
To change the options for the current queries, click Query Options on the Query menu or the shortcut menu of the SQL Server Query window. Under Execution, click Advanced.