Database Connection Management in a Multi-Thread Service - database

Question

I made a windows service that listens to a port(using HttpListner) and accepts XML Repuest and once the request is valid it connects to a database (usually on the same pc) and construct the xml response and sends it back.
So far, Everything is great except when the service accepts two or more requests that require retrieving 100+ records, it crashes. First, I was using just one shared connection to the database, it does crashes, then I changed to multiple connections i.e. when you need something from the database create your connection.
I did some troubleshooting using eventlog to get the exceptions, here are some of the exception I got before crashing:
A transport-level error has occurred when receiving results from the server. (provider: Session Provider, error: 19 - Physical connection is not usable)
The ConnectionString property has not been initialized.
ExecuteReader requires an open and available Connection. The connection's current state is connecting.
ExecuteReader requires an open and available Connection. The connection's current state is open.
Invalid attempt to call Read when reader is closed.
Here is a sample of the code I am using:
Private Sub StartLisitng()
MyListener.Start()
Dim result As IAsyncResult
result = MyListener.BeginGetContext(New AsyncCallback(AddressOf ListnerCallback), MyListener)
End Sub
Private Sub ListnerCallback(ByVal result As IAsyncResult)
StartLisitng()
If result.IsCompleted Then
ctx = MyListener.EndGetContext(result)
Dim HandleRequestThread As New Thread(AddressOf New HandleRequest(ctx).RequestProcess)
HandleRequestThread.Start()
End If
End Sub
Public Function RemoteConnect(ByVal DNSBranch As String) As Boolean
Dim IsRemoteConnected As Boolean = False
RemoteConnString = "Data Source = " & DNSBranch & ";Initial Catalog=xxxxx;User ID=xxxxx;Password=xxxxx;Connect Timeout=5;MultipleActiveResultSets=True;"
RemoteConn = New SqlConnection(RemoteConnString)
Try
RemoteConn.Open()
Catch ex As Exception
IsRemoteConnected = False
End Try
If RemoteConn.State = 1 Then
IsRemoteConnected = True
Else
IsRemoteConnected = False
End If
Return IsRemoteConnected
End Function
Public Function RemoteExeComd(ByVal DNSBranch As String, ByVal query As String) As DataSet
Dim MyDataSet As New DataSet
RemoteConnect(DNSBranch)
Comd = New SqlCommand(query, RemoteConn)
Adapter = New SqlDataAdapter(Comd)
If query.StartsWith("Se") Or query.StartsWith("se") Or query.StartsWith("SE") Then
If RemoteConn.State = ConnectionState.Open Then
Try
Adapter.Fill(MyDataSet)
Catch ex As Exception
EventLog.WriteEntry("My Service", "Exception: " & ex.Message.ToString)
End Try
End If
Else
Try
Comd.ExecuteNonQuery()
Catch ex As Exception
EventLog.WriteEntry("My Service", "Exception: " & ex.Message.ToString)
End Try
End If
Comd.Dispose()
Adapter.Dispose()
Return MyDataSet
End Function
I do not have any problems with the listner or parsing the request, I know I have the problem on how i interact with the databse.
Any advice, Thanks for you time.