you're already doing it... and doing it properly... execute a reader, use it to load the datatable, close the reader...

I would make some changes though...
Code:
Public Function GetResultSet(ByVal SqlQuery As String) As DataTable
'This Function Returns as table of data based 
'on the sql query passed into the function

Dim Table As DataTable = nothing
Dim Reader As MySqlDataReader

Try
    Dim cmd As New MySqlCommand(SqlQuery, Datacon)
    Reader = cmd.ExecuteReader
    If Reader.HasRows Then
        Table = new DataTable
        Table.Load(Reader)
    End If
Catch DBError As Exception
    MessageBox.Show("Error Retrieving Data")
End Try
If Not Reader.IsClosed Then Reader.Close()
return Table
-tg