Table Valued Functions - Yield Return Error

So I was creating a new table-valued function today which queries some data from a preexisting table.  Since this is my first table-valued function, I decided to check out some of the examples and see what I can figure out.

One particular example helped me out a bit until I ran into some data access issues...
http://msdn2.microsoft.com/en-us/library/ms165054.aspx

So I create my function:

[SqlFunction(DataAccess = DataAccessKind.Read,SystemDataAccess=SystemDataAccessKind.Read,FillRowMethodName = "FillMyRow",TableDefinition ="p1 int, p2 int"]
public static IEnumerable getMyTable()
{
    using (SqlConnection conn = ....)
    {
        using (SqlCommand command = conn.CreateCommand())
        {
            ///.... populate command text, open connection
            using (SqlDataReader rdr = command.ExecuteReader())
            {
                while (rdr.Read())
                {
                    customObject1 o = new customObject1();
                    ///... populate o's parameters from reader ...
                    yield return o;
                }
        }
    }
}


public static void FillMyRow(
object source,
out int p1,
out int p2)
{
    customObject1 f = (customObject1)source;
    p1 = f.p1;
    p2 = f.p2;
}

Notice, this example yield returns the value o upon each iteration of the reader.
Despite the fact that the DataAccess is set to Read I still get the error...

An error occurred while getting new row from user defined Table Valued Function :

System.InvalidOperationException: Data access is not allowed in this context. Either the context is a function or method not marked with DataAccessKind.Read or SystemDataAccessKind.Read, is a callback to obtain data from FillRow method of a Table Valued Function, or is a UDT validation method.

I did however get past this error, by creating a collection of customObject1, populated it within the while(rdr.Read()) loop, then return the collection after closing the connection, command and reader.

I assume this error has something to do with the fact that you can't yield return results from within an open reader.  Is this error right though in this case?  Whats causing it to throw a InvOp Exception? Or is this a bug?

Thanks for the attention.