your first method seems good, but you need to Open connection before execute query!
try this:

Private Sub btnSave_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles btnSave.Click
Dim sql As String
Dim cmd As SqlCommand
Dim cons As String
Dim con As SqlConnection

        cons = "Data Source=.\SQLSERVER2008;AttachDbFilename=|DataDirectory|\ProductsDatabase.mdf;Integrated Security=True;Connect Timeout=30;User Instance=True"
        con = New SqlConnection(cons)

        sql = "Insert into Products(ProductCode, ItemName, Size, SRP, WholeSalePrice, OriginalPrice, Availability, Color, Description, Supplier)" & _
        "values (@ProductCode, @ItemName, @Size, @SRP, @WholeSalePrice, @OriginalPrice, @Availability, @Color, @Description, @Supplier)"
        cmd = New SqlCommand(sql, con)


            cmd.Parameters.Add("@ProductCode", SqlDbType.NChar, 10).Value = Me.ProductCodeTextBox.Text.Trim
            cmd.Parameters.Add("@ItemName", SqlDbType.NVarChar, 50).Value = Me.ItemNameTextBox.Text.Trim
            cmd.Parameters.Add("@Size", SqlDbType.NChar, 10).Value = Me.SizeTextBox.Text.Trim
            cmd.Parameters.Add("@SRP", SqlDbType.NChar, 10).Value = Me.SRPTextBox.Text.Trim
            cmd.Parameters.Add("@WholeSalePrice", SqlDbType.NChar, 10).Value = Me.WholeSalePriceTextBox.Text.Trim
            cmd.Parameters.Add("@OriginalPrice", SqlDbType.NChar, 10).Value = Me.OriginalPriceTextBox.Text.Trim
            cmd.Parameters.Add("@Availability", SqlDbType.Bit).Value = avail
            cmd.Parameters.Add("@Color", SqlDbType.NVarChar, 50).Value = Me.ColorTextBox.Text.Trim
            cmd.Parameters.Add("@Description", SqlDbType.NVarChar).Value = Me.DescriptionTextBox.Text.Trim
            cmd.Parameters.Add("@Supplier", SqlDbType.NVarChar).Value = Me.SupplierTextBox.Text.Trim
		Try
			con.Open()
            cmd.ExecuteNonQuery()
            formMain.ProductsTableAdapter.Update(formMain.ProductsDatabaseDataSet.Products)
            formMain.ProductsDatabaseDataSet.AcceptChanges()
            MsgBox("New Record Saved! ")
        Catch ex As Exception
            MsgBox(ex.ToString)
		Finally
			If con.State = ConnectionState.Open Then con.Close()
        End Try            
End Sub

1.
If your are using Visual Studio 2010 or greater, you can implement automatic property like:

Public Property CompanyID As Integer

else, you need to implement property like this:

private _companyID as Integer = 0
Property CompanyID As Integer 
    Get 
        Return _companyID
    End Get 
    Set(ByVal value As Integer)
        _companyID = value
    End Set 
End Property

See this Link:
http://msdn.microsof...y/dd293589.aspx

2.
In your next button you can do something like this:

TextBox1.Text = clientsList(n++).CompanyID

And you will also check, if Index is Out of Bound.

If you want to check, if ID already exists in database, then why are you using datareader try it with Executescaler.

Dim sqlcmdccheck As New SqlCommand("Select count(*) From Customer_Table WHERE C_Code=@CustomerCode, sqlcon)
sqlcmdccheck.Parameters.AddWithValue("@CustomerCode", Trim(CustomerCodeTextBox.Text))
Dim count As Int32 = Convert.Int32(sqlcmdccheck.ExecuteScalar())

  If(count <= 0)
  
         'Insert
  End If

when you do "While DR.Read", data reader goes through all records and last one will be shown in textboxes.
to get records you need to create List(of T).

1. Create a class:

Public Class Clients
    'Create properties as your data fields
    Public Property CompanyID As Integer
    Public Property CompanyName As String
    'and all your fields
End Class

2.
Create a class level List object, so that it will be accessible in your class:

Dim clientsList As New List(Of Clients)

3. in your loop:

While DR.Read
        Dim addClient As New Clients
        addClient.CompanyID = DR.Item("CompanyID")
        addClient.CompanyName = DR.Item("CompanyName")
       'and all your fields
       
       'Add object into list
        clientsList.Add(addClient)
End While

Now you have all records in clientsList.

your First record will be:

TextBox1.Text = clientsList(0).CompanyID
TextBox2.Text = clientsList(0).CompanyName

and last record will be:

TextBox1.Text = clientsList(clientsList.Count - 1).CompanyID
TextBox2.Text = clientsList(clientsList.Count - 1).CompanyName

There is a Property with controls, TabIndex.
Set Tab order as you need like:

Textbox.TabIndex=0;
Combobox.TabIndex=1;