I figured it out myself. I was mistakenly disposing my database connection in my finally clause after retrieving the data so I removed that code. I guess that is the reason I was getting the connection string error.
I then modified my update button code slightly on now if works fine.
Private Sub BtnUpdate_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles BtnUpdate.Click
If con.State = ConnectionState.Closed Then con.Open()
Dim RowsUpdated As Integer = 0
Try
RowsUpdated = da.Update(dt) 'Update the database
Catch ex As Exception
MsgBox(ex.Message)
Finally
con.Close()
End Try
MsgBox("RowsUpdated = " & RowsUpdated)
End Sub