Selecting Image - Path Is Not Of Legal Form

I am getting a disturbing message error when I dont select image from file then when I select its just ok...it just says:
The path is not of a legal form.
So my question is how can I have a choice whether I can insert image or not...if the fileopendailog opens there is query which says you must select...so may be I don't want to select. So when I click cancel in openfiledailog, that error message prompts. I want make the query in the code to have a choice.

This is the code of putting image into sql server db:
Dim pictureLocation2
As String
Dim aa As
New OpenFileDialog
aa.Filter = ("Image files| *.jpg")
[Code] .....