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.
Disconnect after the query executes
When this check box is selected, the connection to SQL Server is terminated after the query completes. This check box is cleared by default.
Add the line
use master at the bottom of your query window, which will release the connection used by the previous lines. Then you can do whatever you want to your db, regen, move, backup, etc... without needing to close the query window. This is quite useful for testing scenarios where you don't want to reload the query window every single iteration.
select * from Somewhere
select * from SomewhereElse
selecd * from NowhereInParticular