Going Nuts - The ConnectionString Property Has Not Been Initialized - Help!

I'm struggling with the different methodologies for using DataSets in 2.0. I can knock this out in no time flat in 1.0, but am bogged down in 2.0. Can anyone guide me on the right track? My code is below. I'm forming a DataSet from a SQL Server Express database from the user's choice from a drop down. My connection string "ASOCTCOConnectionString" is declared in my web.config and used successfully throughout in the WYSIWYG configurations of my databound controls.  But I want to control this in code. This si getting frustrating and right now I'm longing for the clean simplicity I had with Web Matrix :(

In any case, any suggestions? It crashes with this error when opening the connection with MyConn.Open(). I just want to be able to configure a DataSet and apply it to my controls and results.

<code>

Dim connectionString As String = System.Configuration.ConfigurationManager.AppSettings("ASOCTCOConnectionString")

Dim MyConn As System.Data.IDbConnection = New System.Data.SqlClient.SqlConnection(connectionString)

Dim MyQuery, SearchString As String



Dim myAdapter As New System.Data.SqlClient.SqlDataAdapter

Dim myDataSet As New System.Data.DataSet

Dim mySelectCommand As New System.Data.SqlClient.SqlCommand

mySelectCommand.CommandText = "SELECT * from Device_Type where Category LIKE " & DDLDevType.SelectedItem.Text

mySelectCommand.Connection = MyConn

MyConn.Open()

Grid1.DataSource = myDataSet

Grid1.Databind()

MyConn.Close()

</code>