Datagridview Update with SQLCommandBuilder Problem

I have a WinForms app and have a situation where I fill a Datagridview with info and then the connection to the Database is closed.    It could some time later that the person needs to edit a cell in the Datagridview.  

This code works with the connection already open.  But, if it is not open, what do I need to add to this code to get the Update to work?   The connection to the sqlserver needs to be re-established.    Or, does the connection need to be Open at all times?

         Try
                 Dim cb As New Data.SqlClient.SqlCommandBuilder(DataAdapter)
                 DataAdapter.Update(Dataset, "Memo")
        Catch ex As Exception
                 MessageBox.Show(ex.Message, "Error")
        End Try

I am trying to follow the best practice of closing the connection when not needed.