You need to add attribute MultipleActiveResultSets in connection string and set it to true to allow multiple active result sets.
"Data Source=MSSQL1;" & _
"Initial Catalog=AdventureWorks;Integrated Security=SSPI;" & _
"MultipleActiveResultSets=True"
Read more at: https://learn.microsoft.com/en-us/dotnet/framework/data/adonet/sql/enabling-multiple-active-result-sets