populate a DataSet : using DataAdapter objects and Fill method

string strCon = @"Data Source=MYSQLSERVER;" +
"Initial Catalog=Northwind;Integrated Security=SSPI";
string strSql="select * from customers";
SqlConnection con=new SqlConnection(strCon);
con.Open();

SqlDataAdapter dadapter=new SqlDataAdapter();
dadapter.SelectCommand=new SqlCommand(strSql,con);
DataSet dset=new DataSet();
dadapter.Fill(dset);
con.Close();

this.dataGrid1.DataSource=dset;