You can directly kill those sleeping threads using below commands(from SQL prompt or from gui client)..where id is the id of the connection/sleeping thread...when you see a show processlist.
kill id;
Alternatively, you may want to you set a lower value(in seconds) for these should be done by setting in my.cnf(for windows my.ini)..alternatively these can be set at session level also..
wait_timeout = 120
interactive_timeout = 90
wait_timeout: The number of seconds the server waits for activity on a noninteractive connection before closing it. This timeout applies only to TCP/IP and Unix socket file connections, not to connections made via named pipes, or shared memory
interactive_timeout: The number of seconds the server waits for activity on an interactive connection before closing it.