Direct method from SQL command text to DataSet

public DataSet GetDataSet(string ConnectionString, string SQL)
{
    SqlConnection conn = new SqlConnection(ConnectionString);
    SqlDataAdapter da = new SqlDataAdapter();
    SqlCommand cmd = conn.CreateCommand();
    cmd.CommandText = SQL;
    da.SelectCommand = cmd;
    DataSet ds = new DataSet();

    ///conn.Open();
    da.Fill(ds);
    ///conn.Close();

    return ds;
}

Just finish it up.

string sqlCommand = "SELECT * FROM TABLE";
string connectionString = "blahblah";

DataSet ds = GetDataSet(sqlCommand, connectionString);

DataSet GetDataSet(string sqlCommand, string connectionString)
{
    DataSet ds = new DataSet();
    using (SqlCommand cmd = new SqlCommand(
        sqlCommand, new SqlConnection(connectionString)))
    {
        cmd.Connection.Open();
        DataTable table = new DataTable();
        table.Load(cmd.ExecuteReader());
        ds.Tables.Add(table);
    }
    return ds;
}