Visual Basic.NET - ¿Como hago TRANSACCIONES en VB.NET?

Agradecería mucho si alguien sabe como hago una transacción con vb.net para grabar en tres tablas distintas con oledb. no me funcionan los antiguos BeguingTransaction, Commit y Roolback.

Siguen existiendo pero ahora son metodos de la implementacion de Connection que estes usando (OleDbConnection, SqlConnection).
Encierras las operaciones que van a hacer con la BD en un bloque Try Catch y dentro del Catch colocas el RollBack. Por ejemplo:

<code>
Dim myConnection As SqlConnection = New SqlConnection("Data Source=localhost;Initial Catalog=Northwind;Integrated Security=SSPI;")
myConnection.Open()

Dim myTrans As SqlTransaction = myConnection.BeginTransaction()

Dim myCommand As SqlCommand = myConnection.CreateCommand()
myCommand.Transaction = myTrans

Try
myCommand.CommandText = "Insert into Region (RegionID, RegionDescription) VALUES (100, 'Description')"
myCommand.ExecuteNonQuery()
myTrans.Commit()
Catch e As Exception
Try
myTrans.Rollback()
Catch ex As SqlException
If Not myTrans.Connection Is Nothing Then
Console.WriteLine("An exception of type " & ex.GetType().ToString() & _
" was encountered while attempting to roll back the transaction.")
End If
End Try

Console.WriteLine("An exception of type " & e.GetType().ToString() & _
"was encountered while inserting the data.")
Console.WriteLine("Neither record was written to database.")
Finally
myConnection.Close()
End Try
</code>