Try
myCn = New OleDbConnection("Provider=SQLOleDB; Data Source=(local); DataBase=Pubs; Integrated Security=SSPI")
Select Case tipo
Case 1
'primera forma sin enviarle nada
myCommand = New OleDbCommand()
'ahora si dandole las propiedades
myCommand.CommandText = strCommand
myCommand.Connection = myCn
'abriendo la conexion
myCommand.Connection.Open()
'cambiando la cadena de conezion
strCommand = "SELECT au_fname, au_lname, State FROM Authors WHERE Contract = 1"
Case 2
myCommand = New OleDbCommand(strCommand)
myCommand.Connection = myCn
'abriendo la conexion
myCommand.Connection.Open()
'cambiando la cadena de conezion
strCommand = "SELECT au_fname, au_lname,phone, State FROM Authors WHERE STATE='CA'"
Case 3
myCommand = New OleDbCommand(strCommand, myCn)
'abriendo la conexion
myCommand.Connection.Open()
'cambiando la cadena de conezion
strCommand = "SELECT au_fname, au_lname, State FROM Authors WHERE STATE<>'CA'"
End Select
'ahora cargandolo a una dApter
dAdapter = New OleDbDataAdapter()
dAdapter.SelectCommand = myCommand
'ahora cargando el data set
dSet = New DataSet()
dAdapter.Fill(dSet, "Authors")
'ahora llenandolo ala grilla
dgAuthors.SetDataBinding(dSet, "Authors")
Catch err As OleDbException
MsgBox(err.Message.ToString())
Catch errDAta As Exception
MsgBox(errDAta.Message.ToString())
End Try