Any object you create that references limited, external, non-managed resources - files likely being the most common - should be created with *using* to make sure those resources are released as soon as possible.
http://msdn.microsoft.com/en-us/library/yh598w02(v=vs.100).aspx
It also makes sure that if any sort of exception occurs while using the resource that it is properly released. Think of it as an "acquire-use-release" sort of pattern for resources.
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