SQL DataReader / SQLConnection

string connStr = @"Data Source=(localdb)\v11.0;Initial Catalog = Movies;User Id = moviesuser;Password = qwerty123";
            SqlConnection conn = new SqlConnection(); ;
            SqlCommand cmd = new SqlCommand();

            using (conn = new SqlConnection(connStr))
            {
                //conn.Open();
                cmd = new SqlCommand("SELECT * FROM Videos", conn);

                try
                {
                    conn.Open();
                    DataTable dt = new DataTable("Video");
                    dt.Load(cmd.ExecuteReader());

                    dataGridView1.DataSource = dt;
                    dt.WriteXml(@"C:\Users\Wojtek\Desktop\data.xml");
                }
                catch (Exception)
                {
                    throw;
                }
            }