Return value from a Method in Class

Hi, in the following code snippet

public class myLookupClass
{
public LookUpData GetLookUpData()
{
string myConn = "server=MyServer;database=MyDatabase;Integrated Security=SSPI";

LookUpData lookUp = new LookUpData();

SqlConnection connection = new SqlConnection(myConn);

//Data retrieval code...

return lookUp;
}
}

What is benefit creating an object LookUpData  as a return value in GetLookUpData, n comparision to calling this method which already returns a LookUpData as a business object?

Thanks in advance for any reply.

Bharat.

bgadhia