Deleting Records Returned By Datareader

I have a function that opens a connection to an SQL database, issues a
SELECT command, and reads the records with an OleDbDataReader. As the
records are read, any that match certain criteria are deleted with a
DELETE command. Simplified example code is shown below:

Dim dbCmd As OleDb.OleDbCommand = New OleDb.OleDbCommand()
dbCmd.Connection = New OleDb.OleDbConnection(UserDbConnString)
dbCmd.CommandText = "SELECT * FROM [User] ORDER BY UserID"
dbCmd.Connection.Open()
Dim reader as OleDb.OleDbDataReader = dbCmd.ExecuteReader(CommandBehavior.CloseConnection)
While reader.Read()
    If reader("SomeColumn") = SomeCalculatedValue Then
        Dim dbCmd2 As OleDb.OleDbCommand = New OleDb.OleDbCommand()
        dbCmd2.Connection = New OleDb.OleDbConnection(UserDbConnString)
        dbCmd2.CommandText = "DELETE FROM [User] WHERE UserID = " + reader("UserID")
        dbCmd2.Connection.Open()
        dbCmd2.ExecuteNonQuery()
        dbCmd2.Connection.Close()
    End If
End While
reader.Close()

This code worked well with an MS Access database, but when I changed to
SQL Server, I get a database timeout error when attempting to do the
DELETE. I suspect the reason is that the connection the reader has open
has the record locked so it cannot be deleted.

The SQL connection string I am using is something like this:

UserDbConnString = "Provider=SQLOLEDB; Server=(Local); User ID=userid; Password=password; Database=dbname"

The connection string I used for MS Access included the property
"Mode=Share Deny None". I wonder if there is some similar way to tell
SQL Server to allow editing of records that are open for reading with
an OleDbDataReader.

Any help would be appreciated.