The reason is that "GO" is not part of SQL. It is a command for the Query Analyser to tell it to run the next set of statements in a different batch. Also, as your query is not returning a result set you should not be trying to Fill a DataSet. You should create a SqlCommand object then ExecuteNonQuery() on it. For example:
SqlCommand cmd = new SqlCommand("if exists (select * from dbo.sysobjects where id ="+
"object_id(N'[dbo].[sp_createAddEditscript]') and OBJECTPROPERTY(id, N'IsProcedure')"+
" = 1) drop procedure [dbo].[sp_createAddEditscript]", myConnection);
myConnection.Open();
cmd.ExecuteNonQuery();
myConnection.Close();
Does this help?
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