Open Datareader

"There is already an open datareader associated with this command which must be closed first." 

I have received this same error before, but I'm not sure why I'm getting it here.'Create a Connection object.
MyConnection = New SqlConnection("...............................")

'Check whether a TMPTABLE_QUERY stored procedure already exists.
MyCommand = New SqlCommand("...", MyConnection)

With MyCommand
'Set the command type that you will run.
.CommandType = CommandType.Text

'Open the connection.
.Connection.Open()

'Run the SQL statement, and then get the returned rows to the DataReader.
MyDataReader = .ExecuteReader()

'Try to create the stored procedure only if it does not exist.
If Not MyDataReader.Read() Then
.CommandText = "create procedure tmptable_query as select * from #temp_table"

MyDataReader.Close()
.ExecuteNonQuery()
Else
MyDataReader.Close()
End If

.Dispose() 'Dispose of the Command object.
MyConnection.Close() 'Close the connection.
End With

As you can see, the connection is opened and closed, and the datareader is closed.   Here's what comes next...'Create another Connection object.
ESOConnection = New SqlConnection("...")

If tx_lastname.Text <> "" Then
If (InStr(sqlwhere, "where")) Then
sqlwhere = sqlwhere & " AND lname like '" & Replace(tx_lastname.Text, "'", "''") & "%'"
Else
sqlwhere = " where lname like '" & Replace(tx_lastname.Text, "'", "''") & "%'"
End If
End If
If tx_firstname.Text <> "" Then
If (InStr(sqlwhere, "where")) Then
sqlwhere = sqlwhere & " AND fname like '" & Replace(tx_firstname.Text, "'", "''") & "%'"
Else
sqlwhere = " where fname like '" & Replace(tx_firstname.Text, "'", "''") & "%'"
End If
End If

dynamic_con = sqlwhere & " order by arr_date desc "

'create the temporary table on esosql.
CreateCommand = New SqlCommand("CREATE TABLE #TEMP_TABLE (".............", ESOConnection)

With CreateCommand
'Set the command type that you will run.
.CommandType = CommandType.Text

'Open the connection to betaserv.
ESOConnection.Open()

'Run the SQL statement.
.ExecuteNonQuery()

End With

'query our side
ESOCommand = New SqlCommand("SELECT * FROM [arrest_index]" & dynamic_con, ESOConnection)

'execute query
ESODataReader = ESOCommand.ExecuteReader()

'loop through recordset and populate temp table
While ESODataReader.Read()

MyInsert = New SqlCommand("INSERT INTO #TEMP_TABLE VALUES("......", ESOConnection)

'Set the command type that you will run.
MyInsert.CommandType = CommandType.Text

'Run the SQL statement.
MyInsert.ExecuteNonQuery()

End While

ESODataReader.Close()  'Create a DataAdapter, and then provide the name of the stored procedure.
MyDataAdapter = New SqlDataAdapter("TMPTABLE_QUERY", ESOConnection)

'Set the command type as StoredProcedure.
MyDataAdapter.SelectCommand.CommandType = CommandType.StoredProcedure

'Create a new DataSet to hold the records and fill it with the rows returned from stored procedure.
DS = New DataSet()
MyDataAdapter.Fill(DS, "arrindex")

'Assign the recordset to the gridview and bind it.
If DS.Tables(0).Rows.Count > 0 Then
GridView1.DataSource = DS
GridView1.DataBind()
End If

'Dispose of the DataAdapter
MyDataAdapter.Dispose()

'Close server connection
ESOConnection.Close() Again, a separate connection is open and closed.I've read you can only have 1 datareader available per connection. Isn't that what I have here? The error is returned on this line: MyInsert.ExecuteNonQuery()
Help is appreciated.