>I am sure it is because I don't understand how it works. I thought that in order for my ASP.NET application to use the Connection pool I have to use a certain class of .NET, correct or not? So this is what I mean by "implement" is to call a method of this ASP.NET class that will use the connection pool. Am I completely off the target? Please let me know.

No, here is as simple as it gets:

                                Using loSQLConnection As New SqlConnection(oApp.aConnection(nConnectionString, 1))
                                    oCommand.Connection = loSQLConnection
                                    oDataAdapter.Fill(oDataSet)
                                End Using

This will open the connection for the query and close it after.

You will not have to worry about the pool.