It is not incorrect in the course of a conversation to begin a sentence with a connection, although it is poor form in written literature.
It is correct to say "I saw" as in "I saw the squirrel." It is also correct to say "I have seen squirrels." I only put that comma in that sentence as I was typing it and edited it to put the "or" in and therefore should have deleted the comma. I was in error in that particular instance.
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