VB.NET:
Dim MyConnection As SqlConnection = DBUtilities.GetConnection()
MyConnection.Open()
Dim da As SqlDataAdapter
Dim MyCmd As New SqlCommand
MyCmd.CommandText = "sp_GetCountries"
MyCmd.Connection = MyConnection
Dim dsCountry As New DataSet()
da = New SqlDataAdapter(MyCmd)
da.Fill(dsCountry)
MyConnection.Close()