ADO Database VB.Net

Imports System
Imports System.Data
Imports System.Data.SqlClient
public class MainClass
   Shared Sub Main()
      Dim thisConnection As New SqlConnection("server=(local)\SQLEXPRESS;" & _
          "integrated security=sspi;database=MyDatabase")
      'Create Command object
      Dim thisCommand As New SqlCommand _
         ("SELECT FirstName, LastName FROM Employee",thisConnection)
      Try
         ' Open Connection
         thisConnection.Open()
         Console.WriteLine("Connection Opened")
         ' Execute Query
         Dim thisReader As SqlDataReader = thisCommand.ExecuteReader()
         While (thisReader.Read())
            Console.WriteLine("Employee: {0} {1}", _
               thisReader.GetValue(0), thisReader.GetValue(1))
         End While
      Catch ex As SqlException
         ' Display error
         Console.WriteLine("Error: " & ex.ToString())
      Finally
         ' Close Connection
         thisConnection.Close()
         Console.WriteLine("Connection Closed")
      End Try
   End Sub
End Class