Using SqlHelper.ExecuteDataset in VB.Net

Hi Experts,

I am new to .Net and have been reading, reading, reading...
From a previous question, I found out about the Microsoft.ApplicationBlocks.Data and am trying to use this to access my data.
I have created the code below to fill grids (fpSpread).  
Everything I have read says that you always close the connection, but with the sqlhelper I was wondering if this will close the connection for me and if this code is correct?
Thanks,
Sheri

Public Shared ReadOnly Property ConnectionString() As String
        Get
            Return ConfigurationManager.AppSettings("ConnectionString")
 
        End Get
    End Property
 
Public Function GetDataSetGrd(ByVal strSQL As String) As DataSet
        Dim ds As New DataSet
       
        Try
            ds = SqlHelper.ExecuteDataset(AppConfig.ConnectionString, _
                                CommandType.Text, strSQL)
            Return ds
            Exit Try
 
        Catch ex As Exception
            MessageBox.Show(ex.Message)
            Return Nothing
 
        Finally
            If Not ds Is Nothing Then
                ds.Dispose()
 
            End If
        End Try
 
    End Function