Went digging around for ways to view the active connections in Microsoft SQL 2008. To my surprise Microsoft moved the Activity Monitor. Apparently they did this way back in SQL 2005. I skipped 2005 so I missed that. To view the open connection:

1. Open Management Studio.
2. On the standard toolbar is a little graph icon. That is the Activity Monitor (CTRL + ALT + A).
3. Click on Processes

Simple as that!