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Web Service design with gSOAP

I am developing a Web Service application using gSOAP. The application is transaction based - I know, not recommended for Web Services, just following orders. The client supports an RF network of PDAs. Typically, a handful (6?) PDAs running a query to a host DB, each PDA transmitting a request evey 3 seconds. Traffic could be considerably higher, depending on customer - out of our control.

Question I have is this, should I treat each WS query as an independent query (open gSOAP, send/receive query, close gSOAP) or should I open a session and not close gSOAP until the user logs out. ie open gSOAP, run several queries, close gSOAP. Not sure what the SOA says about this. How much overhead is involved in opening and closing a SOAP transaction?
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Julian Hansen
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I agree with splitting the points, even though the answers were totally opposite. It appears there is no hard and fast answer - just opinions. I went with the open/close for each query. Makes for a simpler design.