SSMS session active and "running" but no requests

I have experienced a strange behavior with management studio (sql2008) when running a large script (generated from Red-gate compare) with some DDL statements separated by GO. The script is running a long time and when I check sp_who2 nothing changes in CPU or IO for my session.

When running :

select * from sys.dm_exec_requests

there is no request for my session and:

select * from sys.dm_exec_sessions

is showing AWAITING COMMAND and active transaction = 1, but DBCC INPUTBUFFER(myspid) is showing the Alter table statement.

I cancel the query but nothing happens, and then I use the KILL myspid to release the resources and rollback the transaction. When I check the sessions and requests to see the rollback the sessions is gone (the rollback was probably very quick)

BUT my client in management studio still thinks the session is running and when I close the window I get a question about "Do you want to cancel the query".

It seems like the communication between the client and the server is all gone.

I am not running on my computer and I guess it is the RTM version of SSMS.

Is this a known issue? Have you experienced something similar?