Only reason I did it that way is because that's how jmcilhinney's thread did it, and I'm not nearly experienced enough to "see" other ways of doing it...
All the "Using" block does is takes care of releasing any resources that your object may have been using. So doing this:
vb Code:
  1. Using connection As New OleDbConnection("etc etc")
  2.        'use the connection object here
  3.        '....
  4. End Using
is the same as doing this:
vb Code:
  1. Dim connection As New OleDbConnection("etc etc")
  2. 'use the connection object here
  3. '....
  4. connection.Dispose

As for your current error, can you post your actual Select statement?