I'm using the dataset designer to define my connections to the SQL database because of this I haven't had to work with creatiing the connection aspect in my code. But now I want to use transactions with commit and rollback. I seea example in the help files that creates a connection. Like so:

Private Sub ExecuteSqlTransaction(ByVal connectionString As String)
Using connection As New SqlConnection(connectionString)
connection.Open()

Dim command As SqlCommand = connection.CreateCommand()
Dim transaction As SqlTransaction

But I am wondering if this would be the correct way to acomplish this or is there a different approach when working with a dataset that already creates the connection for you? I don't have a very good understanding of the differences between letting VS handle the connectionorestablishing it within the code. If someone could clarify this for me I would be very grateful.