I am using a datareader to cycle through a list of records one at a time.  I
frequently get connection timeouts and am wondering what I am doing wrong.

In more detail, I retrieve an excel spreadsheet provided by the user into a
datatable (dtExcel), then go through each record to see if a matching record
exists in our sql database.  Basically, if there is a match, I mark the
excel data "Matched", if not, mark it "unmatched".   GetDataReader is a
separate data layer function.  I assume the problem is the GetDataReader
doesn't close the connection, but if I close the connection in the
datalayer, it doesn't return the data reader.  So I close the data reader in
the presentation layer, but am still getting time outs when there is a large
excel spreadsheet.  Do I have to use a dataset, because with a dataset I can
close the connection??

Psuedo-code:

Public Sub CheckForMatchingRecords
for i=0 to dt.Rows.Count-1

   qry = "Select id from tbl where exclid = '" &
dt.rows(i).Item(3).tostring & "'"
   Dim dr as sqldatareader
   dr = GetDataReader(connString, qry)
   if not drOPTransactions.Read
       dt.Rows(i).BeginEdit
           dt.Rows(i).Item(icol-3) = "NO MATCH"
       dt.Rows(i).endedit
   else
       dt.Rows(i).BeginEdit
           dt.Rows(i).Item(icol-3) = "MATCH"
       dt.Rows(i).endedit
   end if
   dr.close
end sub

 Public Function GetDataReader(ByVal connString as String, ByVal qry as
String) as SQLDataReader

  Dim cn as SqlConnection = New SqlConnection(connString)
  Dim dr as SQLDataReader
  Dim cmd As New SqlCommand(qry, cn)
  Try
              cn.Open()
              dr = cmd.ExecuteReader
              Return dr
           Catch ex As SqlClient.SqlException
                   ....
           End Try

 End Function