Writing a Data Access Layer

I am new to programming and have written this Data Access Layer. I am using this DAL in my projects. Now, I have a feeling that it is pathetic (when I wrote it, I was kind of happy). Do you guys also feel the same for this DAL. Kindly help me write a better one. There is no Transaction in my DAL and I have no idea how to implement it in this DAL. I am expecting some criticism.

Connections.vb Class File

Option Explicit On
Option Strict On
Imports Microsoft.VisualBasic
Imports System.Data.SqlClient

Public Class Connection
    Public Shared Function GetDbConnection() As SqlConnection
        Dim _conString As String = ConfigurationManager.ConnectionStrings("CoachingConnectionString").ConnectionString
        Dim _connection As New SqlConnection(_conString)
        _connection.Open()
        Return _connection
    End Function
End Class

DataAccess.vb Class File

Option Explicit On
Option Strict On
Imports Microsoft.VisualBasic
Imports System.Data.SqlClient
Imports System.Data

Public Class DataAccess
    Public Overloads Shared Function GetDataTable(ByVal _sql As String, ByVal _parameterNames() As String, ByVal _parameterVals() As String) As DataTable
        Dim _connection As SqlConnection = Global.Connection.GetDbConnection()
        Dim _command As New SqlDataAdapter(_sql, _connection)
        Dim _table As New DataTable
        Try
            If _parameterNames IsNot Nothing Then
                For i = 0 To _parameterNames.Length - 1
                    _command.SelectCommand.Parameters.AddWithValue(_parameterNames(i), _parameterVals(i))
                Next
            End If
            _command.Fill(_table)
        Catch ex As Exception
            'MsgBox(ex.Message)
            _table = Nothing
        Finally
            If _connection.State = ConnectionState.Open Then
                _connection.Close()
                _connection.Dispose()
                _command.Dispose()
            End If
        End Try

        Return _table
    End Function

    Public Overloads Shared Function GetDataTable(ByVal _sql As String) As DataTable
        Dim _connection As SqlConnection = Global.Connection.GetDbConnection()
        Dim _command As New SqlDataAdapter(_sql, _connection)
        Dim _table As New DataTable
        Try
            _command.Fill(_table)
        Catch ex As Exception
            'MsgBox(ex.Message)
            _table = Nothing
        Finally
            If _connection.State = ConnectionState.Open Then
                _connection.Close()
                _connection.Dispose()
                _command.Dispose()
            End If
        End Try

        Return _table
    End Function

    Public Shared Function SelectScalar(ByVal _sql As String, ByVal _parameterNames() As String, ByVal _parameterVals() As String) As String
        Dim _returnVal As String
        Dim _connection As SqlConnection = Global.Connection.GetDbConnection()
        Dim _command As New SqlCommand(_sql, _connection)
        Dim _value As String

        Try
            If _parameterNames IsNot Nothing Then
                For i = 0 To _parameterNames.Length - 1
                    _command.Parameters.AddWithValue(_parameterNames(i), _parameterVals(i))
                Next
            End If

            _value = CStr(_command.ExecuteScalar)
            _returnVal = _value
        Catch ex As Exception
            _returnVal = Nothing
        Finally
            If _connection.State = ConnectionState.Open Then
                _connection.Close()
                _connection.Dispose()
                _command.Dispose()
            End If
        End Try

        Return _returnVal
    End Function
    Public Shared Function SelectScalar(ByVal _sql As String) As String
        Dim _returnVal As String
        Dim _connection As SqlConnection = Global.Connection.GetDbConnection()
        Dim _command As New SqlCommand(_sql, _connection)
        Dim _value As String

        Try


            _value = CStr(_command.ExecuteScalar)
            _returnVal = _value
        Catch ex As Exception
            _returnVal = Nothing
        Finally
            If _connection.State = ConnectionState.Open Then
                _connection.Close()
                _connection.Dispose()
                _command.Dispose()
            End If
        End Try

        Return _returnVal
    End Function
    Public Shared Function CRUD(ByVal _sql As String, ByVal _parameterNames() As String, ByVal _parameterVals() As String) As Integer
        Dim _noOfRowsAffected As Integer
        Dim _connection As SqlConnection = Global.Connection.GetDbConnection()
        Dim _command As New SqlCommand(_sql, _connection)

        Try
            If _parameterNames IsNot Nothing Then
                For i = 0 To _parameterNames.Length - 1
                    _command.Parameters.AddWithValue(_parameterNames(i), _parameterVals(i))
                Next
            End If

            _noOfRowsAffected = _command.ExecuteNonQuery()
        Catch ex As Exception
            'MsgBox(ex.Message)
            _noOfRowsAffected = -1
        Finally
            If _connection.State = ConnectionState.Open Then
                _connection.Close()
                _connection.Dispose()
                _command.Dispose()
            End If
        End Try

        Return _noOfRowsAffected
    End Function
End Class