Closing A SqlDataReader After Calling From A DAL....?

I have a DAL that I'm trying to implement - the issue is that I want to call a reader from the DAL, but I'm not sure how to close it. I got best practices from MSDN (located here: http://msdn.microsoft.com/library/default.asp?url=/library/en-us/cpref/html/frlrfsystemdatasqlclientsqldatareaderclasstopic.asp ) regarding the SqlDataReader, but can't seem to figure out how to close when using DAL.

Here is sample code in C#:

NOTE: Everything WORKS just fine, however in the DAL for GetRoutes, I can't seem to figure out how to close the reader (see comments in function):

mydatapage.aspx
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//Populating some Drop Down List:
private void ddlRoutes_SelectedIndexChanged(object sender, System.EventArgs e) {
   SqlDataReader dr = DAL.GetRoutes(ddlRoutes.SelectedValue.ToString());
   while (dr.Read())
   {
   .
   .
   .
   }
}

DataAccessLayer.cs
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public static SqlDataReader GetRoutes(string sIdx){
 cnn = new SqlConnection(ConnectionString);
        cnn.Open();
 SqlCommand cmd = new SqlCommand();
 SqlParameter par = new SqlParameter();
 cmd.Connection=cnn;
 cmd.CommandType = CommandType.StoredProcedure;
 cmd.CommandText = "sp_GetRoutes";

 return cmd.ExecuteReader();

        //Everything works above, however I would think that something
        //like this SHOULD work, but doesn't:
        //
        // SqlDataReader dr;
        // dr = cmd.ExecuteReader()
        // return dr;
        // cnn.close();
   }