Why does it throw a Invalid operation exception?

Question

hi,
in my method i have the following lines:

 

 try

 { 

   SqlConnection con = new SqlConnection(@"Data Source=ttt100;Initial Catalog=TEV20;Integrated Security=True");
    SqlCommand cmd = new SqlCommand();
    cmd.CommandType = CommandType.StoredProcedure;
    cmd.Connection = con;
 

    SqlTransaction trn = con.BeginTransaction();

}
// there is some code after this...

 
at the linke where i call BeginTransaction() it throws Invalid Operation exception
the following video shows what is excatly happening:  http://www.youtube.com/watch?v=Sc5c40WT89M 
thanks