TransactionScope always tries to promote to MSDTC

I am trying to use a transaction scope inside a loop. The entire loop takes place using a single connection to the database. I am using entity framework 4 for database access. During the second iteration of the loop, when the LINQ to Entites query executes, an exception is thrown stating that the MSDTC on the server is unavailable.

I've read that explicitly opening the connection and then enlisting the transaction is supposed to solve this problem, but it has not. Below is sample code that mirrors the basic operation that is taking place.

Any ideas on how to prevent an escalation to MSDTC?

Using context = New MyEntities()
    Dim connection = context.Connection

    connection.Open()

    For index = 0 to (Me.files.Count - 1)
        Dim query = From d In context.Documents
                    Where (d.DocumentID = documentID)
                    Select d.Status

        Dim status = query.FirstOrDefault()

        Using trans = New TransactionScope()
            connection.EnlistTransaction(Transaction.Current)

            Dim result = context.UpdateStatus(True)

            If (result = 1) Then
                WriteToFile()
                trans.Complete()
            End If
        End Using
    Next
End Using

Edit: Instead of TransactionScope, if I use connection.BeginTransaction(), transaction.Commit(), and transaction.Rollback(), it works fine. However, I would still like to find a way to make TransactionScope work.