Possible memory leak

[renecannao]

Reported by valgrind:

==15956== 293,216 bytes in 9,163 blocks are indirectly lost in loss record 433 of 436
==15956==    at 0x4C290AB: operator new(unsigned long) (vg_replace_malloc.c:333)
==15956==    by 0x533DF2: MySQL_Connection::MySQL_Connection() (mysql_connection.cpp:149)
==15956==    by 0x507824: MySQL_Thread::create_new_session_and_client_data_stream(int) (MySQL_Thread.cpp:1230)
==15956==    by 0x508B31: MySQL_Thread::listener_handle_new_connection(MySQL_Data_Stream*, unsigned int) (MySQL_Thread.cpp:1818)
==15956==    by 0x50922C: MySQL_Thread::run() (MySQL_Thread.cpp:1534)
==15956==    by 0x48052B: mysql_worker_thread_func(void*) (main.cpp:136)
==15956==    by 0x4E38B4F: start_thread (pthread_create.c:304)
==15956==    by 0x654495C: clone (clone.S:112)

==15956== 2,493,296 (2,200,080 direct, 293,216 indirect) bytes in 9,167 blocks are definitely lost in loss record 436 of 436
==15956==    at 0x4C290AB: operator new(unsigned long) (vg_replace_malloc.c:333)
==15956==    by 0x507819: MySQL_Thread::create_new_session_and_client_data_stream(int) (MySQL_Thread.cpp:1230)
==15956==    by 0x508B31: MySQL_Thread::listener_handle_new_connection(MySQL_Data_Stream*, unsigned int) (MySQL_Thread.cpp:1818)
==15956==    by 0x50922C: MySQL_Thread::run() (MySQL_Thread.cpp:1534)
==15956==    by 0x48052B: mysql_worker_thread_func(void*) (main.cpp:136)
==15956==    by 0x4E38B4F: start_thread (pthread_create.c:304)
==15956==    by 0x654495C: clone (clone.S:112)