Function giving me "not all code paths return a value"

[Darkmatter5]

Here's my function:

        public static BindingSource GetAllRecords(string table)
        {
            string sSQL = null;
            System.Data.SqlClient.SqlConnection cnGetRecords = new SqlConnection(DataMSSQL.GetConnectionString("MSSQLConnection"));
            System.Data.SqlClient.SqlCommand cmdGetRecords = new SqlCommand();

            switch (table)
            {
                case "clients":
                    sSQL = "SELECT * FROM vw_AlphaClients";
                    break;
                case "counties":
                    sSQL = "SELECT * FROM vw_AlphaCounties";
                    break;
                case "employees":
                    sSQL = "SELECT * FROM vw_AlphaEmployees";
                    break;
                case "jobs":
                    sSQL = "SELECT * FROM vw_NumJobs";
                    break;
                case "states":
                    sSQL = "SELECT * FROM vw_AlphaStates";
                    break;
                case "subdivisions":
                    sSQL = "SELECT * FROM vw_AlphaSubdivisions";
                    break;
                case "surveys":
                    sSQL = "SELECT * FROM vw_AlphaSurveys";
                    break;
                case "surveysCounties":
                    sSQL = "SELECT * FROM vw_AlphaSurveysCounties";
                    break;
                case "types":
                    sSQL = "SELECT * FROM vw_AlphaTypes";
                    break;
                case "units":
                    sSQL = "SELECT * FROM vw_AlphaUnits";
                    break;
            }
            //string sSQL = "GetAllRecords";
            SqlDataAdapter daGetRecords;
            DataTable dtGetRecords;
            cmdGetRecords.CommandText = sSQL;
            cmdGetRecords.CommandType = CommandType.Text;
            try
            {
                HandleConnection(cnGetRecords);
                System.Windows.Forms.BindingSource oBindingSource = GetBindingSource(cmdGetRecords);
                if (oBindingSource != null)
                {
                    return oBindingSource;
                }
                else
                {
                    throw new Exception("There was no BindingSource returned");
                }
            }
            catch (Exception ex)
            {
                MessageBox.Show(ex.Message);
            }
            cnGetRecords.Close();
        }

How do I make this error go away? It is returning oBindingsource if all goes well. Is this just a warning or an actual error that prevents me from building?

Thanks!