Mysql sleeping connections are connections established but never exited. It's a persistent connection.
The application connecting to the database should, in a server admin utopia, say when it's done querying and close the connection. If it doesn't you can restrict their maximum connection # and force them to (if they're willing to cooperate). You can also decrease the timeout for connections.
The sleeping connections will take up some system resources, but they may actually be using them. In some rare cases it isn't a bad idea. It could also show that an application is misusing/abusing the connection space and should be fixed.