To solve this question, the user needs to have knowledge about the concepts related to configuring a DataAdapter in data access programming.

The first step of configuring a DataAdapter is to select a connection object.

Now, let's go through each option and explain why it is right or wrong:

A. an adapter object: This option is incorrect because selecting an adapter object is not the first step in configuring a DataAdapter. The adapter object is created and configured after selecting a connection object.

B. a connection object: This option is correct. The first step in configuring a DataAdapter is to select a connection object. The connection object represents the connection to the database and is used to establish a connection with the database.

C. a database object: This option is incorrect because selecting a database object is not the first step in configuring a DataAdapter. The database object is typically used after establishing a connection to the database.

D. a dataset object: This option is incorrect because selecting a dataset object is not the first step in configuring a DataAdapter. The dataset object is used to hold the retrieved data from the database and is typically configured after selecting a connection object.

E. None of the above: This option is incorrect because the correct answer is option B - a connection object.

Therefore, the correct answer is: B