Transactions on multiple calls to the database

Dim conn As SqlConnection
Dim cmd As SqlCommand
Dim tran As SqlTransaction
' Create a New Connection
conn = New SqlConnection("ConnString")
' Open the Connection
conn.Open()
' Create a new Command object
cmd = New SqlCommand()
' Create a new Transaction
tran = conn.BeginTransaction
' Set the Transaction within which the Commands execute
cmd.Transaction = tran
Try
  ' Insert the Order header
  ' Set the Command properties
   With cmd
      .CommandType = CommandType.StoredProcedure
      .CommandText = "InsertOrderHeader"
      .Connection = conn
      ' Add input and output parameters
      .Parameters.Add("@CustomerId", SqlDbType.Int)
      .Parameters("@CustomerId").Direction = ParameterDirection.Input
      …
      ' Set the parameter values
      .Parameters("@CustomerId").Value = 1
      …
      ' Execute the command
      .ExecuteNonQuery()
      ' Get the OrderId of the newly selected order header
      OrderId = .Parameters("@OrderId").Value
      ' Clear the parameters for the next command
      .Parameters.clear()
   End With

   ' Insert the Order Details
   ' Set Command properties 
   With cmd
      .CommandType = CommandType.StoredProcedure
      .CommandText = "InsertOrderDetail"
      .Connection = conn
      ' Add parameters
      .Parameters.Add("@OrderId", SqlDbType.Int)
      .Parameters("@OrderId").SourceColumn = "OrderId"
      .Parameters("@OrderId").Direction = ParameterDirection.Input
      …
      ' Set the parameter values
      .Parameters("@OrderId").Value = OrderId
      .Parameters("@ItemId").Value = 100
      …
      ' Execute the command
      .ExecuteNonQuery()
      ' Repeat the above few lines for each order detail
   End With
   
   ' Commit the Transaction
   tran.Commit()
Catch
   ' Rollback the Transaction
   tran.Rollback()
Finally
   ' Cleanup Code
   ' Close the Connection
   conn.Close()
End Try