Linkedin Etiquette Question

When you accept another Linkedin member's connection request, and that person then sends you a message, how do you respond? If that message is soliciting your services or even is a thinly veiled sale call, how should you respond? I am curious what the prevailing opinion might be. Do you ignore the message and therefore avoid embarrassing the sender by pointing out that you want nothing to do with them? Do you thank them for their response, but inform them that you are not interested? Or, do you continue the conversation operating on the premise that you just never know where a good idea may come from?

Where do you feel your responsibilities lie by accepting the connection? Personally, if I accept a request from someone with whom I am unfamiliar, I try to send them a response thanking them for connecting and asking how I may help them. If I receive no response, or they respond that they are just trying to build their network, I am somewhat offended. I attempt to connect with people whom I feel will be a resource for me, and I hope I would be the same for them.

My business is sports oriented and I am a lifelong sports fan. I have had the opportunity to request connections from some of my favorite sports personalities. However, I have refrained from making requests of some because either my business has nothing to offer them, or their's has nothing to offer mine. If I want to connect with them as a fan I can go to a memorabilia signing.

So I guess the actual question (s) should be, why do you request a connection, and why do you accept?