Error en consulta sql

[larenitrox]

Public conexion As New SqlConnection("Data Source=SENA\SQLEXPRESS;Initial Catalog=segunal;Integrated Security=True")
Public consulta As SqlCommand = conexion.CreateCommand
Public temporal As New DataTable
Public cons As New SqlDataAdapter


Public Function consultar(ByVal cadena As String)
conexion.Open()
consulta.CommandText = cadena
cons = New SqlDataAdapter(consulta)
temporal.Clear()
cons.Fill(temporal)
conexion.Close()
cadena = ""
Return 0
End Function

y por supuesto mando consultar("la variable en cadena con la consulta")