Connection Property Has Not Been Initialized

In some posts I have read on other forums, those with database connection problems (I am thinking about Access) sometimes get the error: 'Connection property has not been initialized' which might translate as 'you have not kick-started your connection'. One reason for that, according to a number of replies I have come across, is that 'you have not set the connection property of the command object' ('you have not told command how to connect').

So would something like this:

Code:
Dim conn As New OleDbConnection
Dim OleDbConnection As New OleDbConnection
Dim cmd As New OleDbCommand
conn.ConnectionString = "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=|DataDirectory|myDatabase.mdb;"
conn.Open()
cmd = New OleDbCommand("SELECT strName FROM school WHERE strName=@strName", conn)
cmd.Parameters.AddWithValue("@strName", UserName.Text)
cmd.Connection = conn
cmd.ExecuteNonQuery()
conn.Close()

a) initialise the connection property and b) set the connection property of the command object?