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It is known [\\textit{W. W. Comfort} and \\textit{T. Soundararajan}, Pac. J. Math. 100, 61-84 (1982; Zbl 0451.22002)] that for every infinite cardinal \\(\\alpha\\), there is an \\(\\omega\\)-bounded (i.e., every countable subset has compact closure) group G whose weight w(G) is \\(\\alpha\\), and such that no proper dense subgroup of G is countably compact (i.e., every countable open cover has a finite subcover). The group G can be made connected or 0-dimensional, the constructions are similar.    Clearly every \\(\\omega\\)-bounded space is countably compact; weaker, but closely related, is pseudocompactness (i.e., every continuous real-valued function is bounded). So it is natural to conjecture that for each infinite \\(\\alpha\\) there is a pseudocompact group G with \\(w(G)=\\alpha\\), and such that no proper dense subgroup of G is pseudocompact. When \\(\\alpha =\\omega\\), every pseudocompact group of weight \\(\\alpha\\) is metrizable, hence compact. Thus there can never be a proper dense pseudocompact subgroup. When \\(\\alpha >\\omega\\), however, the conjecture is quite dramatically false. In \\textit{W. W. Comfort} and \\textit{L. C. Roberson} [Diss. Math. 272, 1-42 (1988)] it is shown that every 0-dimensional pseudocompact group of uncountable weight has a proper dense pseudocompact subgroup.    In the present paper, the connected case is investigated, but the picture is much less complete. If G is any connected pseudocompact group of uncountable weight \\(\\alpha\\), then G has a proper dense pseudocompact subgroup if any of the following conditions holds: w(G)\\(\\leq c\\); \\(| G| \\geq \\alpha^{\\omega}\\); \\(\\alpha\\) is a strong limit cardinal of uncountable cofinality; \\(| tor(G)| >c\\); or G is 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