How To Dynamically Change Connection?

Hi. I have this kind of problem since I am not very conversant with SSIS
and stripting in VB.NET.

The set-up is the following:
Flat File Source -> Script Component -> Flat File Destination

The flat file source looks like this:

NameOfFile
Headers
Data
Data
Data and many more rows of Data
NameOfAnotherFile
Headers
Data
Data
Data and many more rows
NameOfAnotherFile
Headers
Data
Data and so on in the same manner...

My stript looks like that (not very complicated):
Public Overrides Sub Input0_ProcessInputRow(ByVal Row As Input0Buffer)
Dim strRow As String = Row.Column0.Trim()
Dim strFolder As String = "Data"
Dim strConn As String
Dim charSep() As Char = {CChar(" ")}

If Mid(strRow.ToLower(), 1, 2) = "d0" Then


' This is the file name, so start a new connection to a new file
' which definitely does not exist yet
strConn = strFolder + strRow + ".csv"

' DestinationFile is the name of the
' Flat File Connection Manager
With Me.Connections.DestinationFile
.ConnectionString = strConn
End With

Else
Row.Column0 = String.Join(",", strRow.Split(charSep, StringSplitOptions.RemoveEmptyEntries))
End If
End Sub

I have several questions regarding this one.

1. Is it ok to change the ConnectionString property of the manager
to redirect the row to a different file? If not, what more to do?

2. If the new destination file does not yet exist, will it be created for me or will
I get an error? If I do, what to do not to?

3. The most important: What steps to take so that a row is discarded
from the pipeline in the script? I want some rows not to be directed
to the file destination. These are the lines that contain the name
of the file into which the data below belongs.

If you can optimize some steps in the script, then please do so by all means.
Thank you for any comments and the knowledge you kindly agree to share with me.
Darek