Best practise for creating an application that connects to a SQL Server database

Question

I have created an application that connects to a SQL Server database and views information using a datagrid and performs several updates when a button
is selected.  
I have created a SQLcontrol.vb using the following code:
Imports System.Data.Sql
Imports System.Data.SqlClient
Public Class SQlControl
'connection 1
    Public SQLCon As New SqlConnection With {.ConnectionString
= "Data Source=;Initial Catalog=;Integrated Security=True"}
'connection 2
    Public SQLCon1 As New SqlConnection With {.ConnectionString
= "Data Source;Initial Catalog=;Integrated Security=True"}
    Public sqlcmd As SqlCommand
    Public sqlda As SqlDataAdapter
    Public sqldataset As DataSet
    Public Function hasconnection() As Boolean
        Try
            SQLCon.open()
            SQLCon.close()
            Return True
        Catch ex As Exception
            MsgBox(ex.Message)
            Return False
        End Try
    End Function
    Public Sub runquery(query As String)
        Try
            SQLCon.Open()
            sqlcmd = New SqlCommand(query,
SQLCon)
            'LOAD
SQL RECORDS FOR DATAGROD
            sqlda = New SqlDataAdapter(sqlcmd)
            sqldataset = New DataSet
            sqlda.Fill(sqldataset)
BH READ DIRECTLY FROM THE DATABASE
            'Dim
R As SqlDataReader = sqlcmd.ExecuteReader
            'While
R.Read
            'MsgBox(R.GetName(0)
& ": " & R(0))
            'End
While
            SQLCon.Close()
        Catch ex As Exception
            MsgBox(ex.Message)
            'will
close connection if still open
            If SQLCon.State
= ConnectionState.Open Then
                SQLCon.Close()
            End If
        End Try
    End Sub
    Public Sub runquery1(query As String)
        Try
            SQLCon1.Open()
            sqlcmd = New SqlCommand(query,
SQLCon1)
            'LOAD
SQL RECORDS FOR DATAGROD
            sqlda = New SqlDataAdapter(sqlcmd)
            sqldataset = New DataSet
            sqlda.Fill(sqldataset)
BH READ DIRECTLY FROM THE DATABASE
            'Dim
R As SqlDataReader = sqlcmd.ExecuteReader
            'While
R.Read
            'MsgBox(R.GetName(0)
& ": " & R(0))
            'End
While
            SQLCon1.Close()
        Catch ex As Exception
            MsgBox(ex.Message)
            'will
close connection if still open
            If SQLCon1.State
= ConnectionState.Open Then
                SQLCon1.Close()
            End If
        End Try
    End Sub
End Class
A code for one of my button which views displays data grid contains the following code:
Private Sub Button1_Click_1(sender As Object,
e As EventArgs) Handles Button1.Click
        If SQL.hasconnection
= True Then
            SQL.runquery("select 
* from tablea")
            If SQL.sqldataset.Tables.Count
> 0 Then
                DGVData.DataSource = SQL.sqldataset.Tables(0)
            End If
        End If
    End Sub
I am fairly new to vb.net and have read a few books and followed a few tutorials on youtube, what I would like to know is, are there any disadvantages
to the way I have connected to a SQL database using the SQLControl.vb.  A lot of the vb books include data adapter and dataset within the form, I'm not sure if I'm following best practice by have the connection details outside of the form.
My other question is, I have created two connections in the SQLControl and call these connections within the same form using the same data adapter
and dataset.  It all works fine but I just wanted to know of any potential issues?
Public SQLCon As New SqlConnection With {.ConnectionString
= "Data Source=;Initial Catalog=;Integrated Security=True"}
'connection 2
    Public SQLCon1 As New SqlConnection With {.ConnectionString
= "Data Source;Initial Catalog=;Integrated Security=True"}
Thanks

Answer 1

My other question is, I have created two connections in the SQLControl and call these connections within the same form using the same data adapter and dataset.  It all works fine but
I just wanted to know of any potential issues
1) You are not using Sepration of concerns for a solution that is doing data access, like using a DAL.
http://en.wikipedia.org/wiki/Separation_of_concerns
2) You are directly issuing SQL commands at the UI, leading to sql injection attacks.
3) You are not using a UI design pattern, which leads you to tightly couple database activity to the UI.
http://www.codeproject.com/Articles/228214/Understanding-Basics-of-UI-Design-Pattern-MVC-MVP
@System243trd, parameters are important to prevent SQL injection attacks (people will insert SQL commands into the database if you do not perform basic checking of what you are passing to the database). If you write a stored procedure try to make
the variables the correct SQL server data type to avoid problems later of people trying to call it directly.  Darnold924 is right, I see no code to prevent against SQL injection attacks. In addition, during development in some instances LocalSQLDB
database system is used and during deployment you usually need to use the production SQL server database. Moreover,  Linq-to-SQL is used on Windows Phone 8.1 and it is required for phone development later and so I highly recommend learning
it if you plan on developing windows phone applications.
@System243trd, If you want the code for the windows phone app I think it uses the MVVM model or that might be for universal apps or regular windows phone apps. I have been using the windows phone Silverlight pivot or panorama template (it might
be pieces of both). I've already submitted to the windows phone marketplace and it had to go through certification first. I plan on later making an article on it but I need to first fix one or two simple problems I have with it.  Here's a link to
the source code if you later want to look at the source code (in vb.net): 
https://jeffsblogcodesamples.codeplex.com/downloads/get/1445836
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