Just do this:
using(var connection = new SqlConnection(ConfigurationManager.ConnectionStrings["MyConn"].ConnectionString))
using(var command = connection.CreateCommand())
{
command.CommandText = "...";
connection.Open();
command.ExecuteNonQuery();
}
Not calling dispose on the command won’t do anything too bad. However, calling Dispose on it will suppress the call to the finalizer, making calling dispose a performance enhancement.