Using A Separate DAO Class And Managing Connections

I'm writing an application where I have a class which for example represents a User and I have a UserDAO class which holds all the calls to the database.

When I'm trying to create a user, I call my User class pass in the username and password from the login box. Then in my UserDAO I pass these details to a stored procedure to query the database. In this method in the UserDAO I open a SqlConnection call the stored proc and set the results to a SqlDataReader. Then I return this SqlDataReader object which I've created.

In my User class the method I populate the user class properties with create a SqlDataReader based on the method on the UserDAO method.

My problem is first how can I close the connection I originally created in my UserDAO, as I'm returning a SqlDataReader object I can't close my SqlConnection object before returning in the method. And I can't close the SqlConnection in my User class.

Is there another way to separate all my DAO methods in a separate (UserDAO, SecurityDAO etc), but call them in my main classes (User, Security etc).

Thanks

Stephen