Imports Microsoft.SqlServer.Server
Imports System.Data.SqlClient.SqlConnection
Public Class CRLFunctions
Public Shared Function Whatever(...)....
Using connection As New System.Data.SqlClient.SqlConnection("context connection=true")
connection.Open
'используем соединение тут
End Using
End Function
End Class
Источник: http://msdn.microsoft.com/en-us/library/ms131043.aspx