check fill method, you can find your answer.

Here's an example that might help - the other poster suggested using the
fill method but you asked for a row by row method so you can update your
progress bar.
Note: cn is a sql connection, rdr is an sql datareader, idxLanguagCode and
languageName are integers that retrieve the data by position in the results
coming back from SQL Server.  tblLanguages is a datatable, the sql select
statement was used to instantiate the command.

'Open connection, execute the reader,
'then loop through the result set and
'count the found values setting i.
cn.Open()
rdr = cmd.ExecuteReader()
While rdr.Read
   rw = Me.tblLanguages.NewRow()
   rw("language_code") = rdr.GetString(idxLanguageCode)
   rw("language_name") = rdr.GetString(idxLanguageName)
   tblLanguages.Rows.Add(rw)
i += 1
End While

hth;

DCraig.