Nope not the case, I could go line by line and close the connection (note the code where I set the Command Behavior:

mSQLDBCmd.ExecuteReader(CommandBehavior.CloseConnection)

I could go line by line and LET IT close the db connection and then move the debugger to line to the end try and the function works fine, but if I remove that code of closing the db connection and run the code it errors out...driving me nuts !