autocomplete extender

I would start from creating similar example as given here:
<a href="http://www.asp.net/ajax/ajaxcontroltoolkit/samples/">http://www.asp.net/ajax/ajaxcontroltoolkit/samples/</a>

ServicePath="AutoComplete.asmx"

public string[] GetCountriesList(string prefixText)

   {

       DataSet dtst = new DataSet();

       SqlConnection sqlCon = new SqlConnection(ConfigurationManager.AppSettings["ConnectionString"]);

       string strSql = "SELECT CountryName FROM Tbl_Countries WHERE CountryName LIKE '" + prefixText + "%' ";

       SqlCommand sqlComd = new SqlCommand(strSql, sqlCon);

       sqlCon.Open();

       SqlDataAdapter sqlAdpt = new SqlDataAdapter();

       sqlAdpt.SelectCommand = sqlComd;

       sqlAdpt.Fill(dtst);

       string[] cntName = new string[dtst.Tables[0].Rows.Count];

       int i = 0;

       try

       {

           foreach (DataRow rdr in dtst.Tables[0].Rows)

           {

               cntName.SetValue(rdr["CountryName"].ToString(), i);

               i++;

           }

       }

       catch { }

       finally

       {

           sqlCon.Close();

       }

       return cntName;

   }