private void AddStudentForm_Load(object sender, EventArgs e)
        {
            try
            {
                string connString = "Data Source=.;Initial Catalog=news;User ID=sa";
                SqlConnection connection = new SqlConnection(connString);
                connection.Open();

                //查询年级的sql语句
                string sql = "select TitleName from FirstLevelTitle";
                //定义Command对象
                SqlCommand command = new SqlCommand(sql, connection);
                SqlDataReader dataReader = command.ExecuteReader();

                //年级名称
                string gradeName = "";
                //循环读出所有年级并添加到年级组合框中
                while (dataReader.Read())
                {
                    gradeName = (string)dataReader[0];
                    listBox1.Items.Add(gradeName);
                }
                dataReader.Close();
            }
            catch (Exception ex)
            {
                MessageBox.Show("数据库操作错误");
            }
            //下面的finally关不掉
            finally
            {
                connection.Close();     //为什么这句找不到，没有connection            }
        }
finally下面没有connection对象，也就没有close方法了，不知怎么回事

谢谢大家，问题已解决，定义到try里了，呵呵