Thanks for your replies.
I have decided to go with OledbConn object for now.
I am using it for access database so I am not sure if SQLConn works there. I have a problem with oleDBDataAdapter though..when I use its fill method I keep getting this error :

An unhandled exception of type 'System.Data.OleDb.OleDbException' occurred in system.data.dll

This was the reason why I thought of switching to SQLConnection.
Appreciate your help.