Still in the C# newbie stage, but catching up fast.

I think understand the basics of variable scoping in C#. Now I'm doing the first steps with ADO.NET. I am going to be issuing a lot of "INSERT INTO" statements in a daily batch process, mentioned in a previous thread. I have 99% of the info for the SQL statement already from the ASCII-delimited file. Except for one field that comes from a lookup table.

The sequence (in meta-language) should be:

ConnectToSQLServer()  <-- ideally keep open so I don't have to establish in every record
Read ASCII data line by line
Build SQL Insert statement
Query lookup table for one of the fields (same DB)
Add the new info to the SQL Insert statement (I'm using StrBuilder.Append for every field)
Execute the Insert statement (same DB - ideally same already opened connection)
do it again for next line

I wrote a prototype reading the SqlConnection and SqlCommand samples from help and books and it works fine. But that is creating and closing a connection around every SQL statement. Now I want to put all the parts together and guess that it would be inefficient to be destroying the connection every time.

How do I establish the connection to be in scope?
I originally had a method:

public void ConnectToSqlServer()

that establishes the connection, but it goes out of scope.

Can I create a connection at the Class level?

It most probably is a newbie (naive) question but I'm sure I'll get good advice here. <g>

TIA