Try this:
Change the unhandled exception policy back to the default behavior that occurs in the .NET Framework 1.1 and in the .NET Framework 1.0.
Note We do not recommend that you change the default behavior. If you ignore exceptions, the application may leak resources and abandon locks.
To enable this default behavior, add the following code to the Aspnet.config
file that is located in the following folder:
%WINDIR%\Microsoft.NET\Framework\v2.0.50727
<configuration>
<runtime>
<legacyUnhandledExceptionPolicy enabled="true" />
</runtime>
</configuration>
Took from here
(Or) Try using Debug Diagnostic Tool to resolve your issue. Here is the link:-
Tool for diagnosing memory leaks in .NET (ASP.NET Application)
Also I found a nice article about memory leaks, go through this article and see that if there is something wrong with your code:-
http://msdn.microsoft.com/en-us/magazine/cc163491.aspx