DataSet is not a reserved word in VB.  Thus, the compiler won't flag it.
Hence, only the Framework itself would have a reason to complain.

Note also that the Framework is written in C#, so this may be a reason why
is doesn't complain, though this is only speculation on my part.

Basically because the AS keyword tells the compiler which is a
variable and which is an object. The main difference is that VB
doesn't care if you declare something AS dataSet, but in C# it won't
compile. However, you can't have two dataSet variables in the same
scope (which goes without saying). So what is really meant is that VB
is not case-sensitive with the keywords themselves, not with comparing
case-sensitivity between variables and keywords.

BTW, using camel case is now accepted practice, which is why you see
it in the Wrox book. Everyone is moving away from the selfish naming
convention (MyDataSet).

--Mary