Error message occurs when you use OLE DB Provider for SQL Server in ADO.NET: "Cannot start more transactions on this session"

Steps to Reproduce the Behavior

1. Start Microsoft Visual Studio .NET.
2. Create a Windows Application project in Visual Basic .NET. Form1 is created by default.
3. Double-click Form1 to open the Code window.
4. Replace the code in Form1 with the following code:

   Imports System.Data
   Imports System.Data.OleDb
   Imports System.Data.SqlClient
   
   Public Class Form1
       Inherits System.Windows.Forms.Form
   
       Dim cn As New OleDb.OleDbConnection()
       Dim cmd As New OleDb.OleDbCommand()
       Dim mycmd As New OleDb.OleDbCommand()
   
   #Region " Windows Form Designer generated code "
   
       Public Sub New()
           MyBase.New()
   
           'This call is required by the Windows Form Designer.
           InitializeComponent()
   
           'Add any initialization after the InitializeComponent() call
   
       End Sub
   
       'Form overrides dispose to clean up the component list.
       Protected Overloads Overrides Sub Dispose(ByVal disposing As Boolean)
           If disposing Then
               If Not (components Is Nothing) Then
                   components.Dispose()
               End If
           End If
           MyBase.Dispose(disposing)
       End Sub
   
       'Required by the Windows Form Designer
       Private components As System.ComponentModel.Container
   
       'NOTE: The following procedure is required by the Windows Form Designer
       'It can be modified using the Windows Form Designer.  
       'Do not modify it using the code editor.
       <System.Diagnostics.DebuggerStepThrough()> Private Sub InitializeComponent()
           '
           'Form1
           '
           Me.AutoScaleBaseSize = New System.Drawing.Size(5, 13)
           Me.ClientSize = New System.Drawing.Size(292, 273)
           Me.Name = "Form1"
           Me.Text = "Form1"
   
       End Sub
   
   #End Region
   
       Private Sub Form1_Load(ByVal sender As System.Object, _
       ByVal e As System.EventArgs) Handles MyBase.Load
           cn.ConnectionString = "Provider=SQLOLEDB;Data Source=YourServer;" & _
                                 "Initial Catalog=pubs;User ID=YourUserID;Password=YourPassword"
           cn.Open()
           cmd.Connection = cn
           mycmd.Connection = cn
           cmd.CommandText = "Insert into stores (stor_id) values('9876')"
           Dim myTrans As OleDb.OleDbTransaction
           myTrans = cn.BeginTransaction(IsolationLevel.ReadCommitted)
   
           cmd.Transaction = myTrans
   
           Try
               cmd.ExecuteNonQuery()
   
               myTrans.Begin()
               myTrans.Commit()
           Catch ex As Exception
               MessageBox.Show(ex.ToString)
           End Try
   
       End Sub
   End Class
   

5. Modify the connection string as appropriate for your environment.
6. Run the application. Notice that you receive the error that is listed in the "Symptoms" section.