>An ArrayList( oParameters ) is a reference type
>
>If the ArrayList is not going to be changed - you can use the reference

Ok, so far I have this:

    ' Clone this object
    Public Function Clone() As Object Implements System.ICloneable.Clone
        Dim loData As Data = DirectCast(MemberwiseClone(), Data)

        ' Add to the cloning object the dataset as well
        ' MemberwiseClone only copies value types
        ' So just returning Return MyBase.MemberwiseClone() would not do if after the cloning the access to the original dataset is needed
        loData.oDataSet = loData.oDataSet.Copy()
        loData.oDataTable = loData.oDataTable.Copy()

        Return loData
    End Function

I had to evolve it as it was not working entirely as I have more properties that need to be cloned.

The oDataTable returns "Object reference not set to an instance of an object". This is on the second Copy here. I am not sure why that one cannot work.