Let\'s say I have something like this:
$db=new PDO($dsn);
$statement=$db->query(\'Select * from foo\');
while ($result=$statement->fetch())
{
//d
Sounds like what you are trying to accomplish is getting related data for the record you're looking at, why not just JOIN them in at the first query? The database will be better at connecting the dots internally than any amount of code can do externally.
But to answer your question, I don't see the harm in opening another connection to the same DSN, most likely thing to happen is that you get another instance of the PDO object pointing to the same actual connection. Also, but depending on the amount of data you're expecting you could just fetchAll and loop over a php array.