En el evento de carga de formulario, me conecto a la base de datos de SQL Server:

Private Sub AddBook_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
            myConnection = New SqlConnection("server=.\SQLEXPRESS;uid=sa;pwd=123;database=CIEDC")
            myConnection.Open()

End Sub

Aquí en el evento Insert, uso el siguiente código:

Private Sub cmdAdd_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles cmdAdd.Click
            Try
                myConnection.Open()
                myCommand = New SqlCommand("INSERT INTO tblBook(BookCode, BookTitle, Author, PublishingYear, Price, EnterDate, CatID, RackID, Amount) VALUES('" & txtBookCode.Text & "','" & txtTitle.Text & "','" & txtAuthor.Text & "','" & txtPublishYear.Text & "','" & txtPrice.Text & "', #" & txtEnterDate.Text & "#, " & txtCategory.Text & "," & txtRack.Text & "," & txtAmount.Text & ")")
                myCommand.ExecuteNonQuery()
                MsgBox("The book named '" & txtTitle.Text & "' has been inseted successfully")
                ClearBox()
            Catch ex As Exception
                MsgBox(ex.Message())
            End Try
            myConnection.Close()
End Sub

Y produce el siguiente error:

ExecuteNonQuery: Connection property has not been initialized