Scope of SqlCommand object with USING

Hi all.

I am familiar with this code block below...

Using conn As New SqlConnection(GetConnectionString())
            Using cmd As New SqlCommand(strCmd, conn)
                conn.Open()
                Try
                    Using dr As SqlDataReader = cmd.ExecuteReader()
                   ' do the work
                    End Using
                Catch ex As Exception

                End Try
            conn.Close()
            End Using
        End Using

...and am happy with this, however does the command object stay wrapped in the 'using block' and cleaned up and disposed of just the same if I did this...

Using conn As New SqlConnection(GetConnectionString())
            Using cmd As SqlCommand = GetMyCommand(WithSpecialParametersEtc)
                cmd.connection = conn
                conn.Open()
                Try
                    Using dr As SqlDataReader = cmd.ExecuteReader()
                   ' do the work
                    End Using
                Catch ex As Exception

                End Try
            conn.Close()
            End Using
        End Using

function GetMyCommand(WithSpecialParametersEtc) as SqlCommand
     dim cmd as new SqlCommand
     ' Set up the command text and parameters here
     return cmd
end function

I hope this makes sense and thanks for your time with it.
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