I always forget this blog this, but when I am doing a database project using Typed DataSets, I almost always use a Component Surface to build my DataAdapters interactively.  For example:

I have been reviewing a bunch of code that utilizes ADO.NET's DataAdapters. This code has been some samples that are on the Internet, some questions directly to http://wildermuth.com and others from DevelopMentor's .NET Mailing Lists. One thing I have noticed is that much of that code is opening the database connection before using the DataAdapter to fill a DataSet.