// From http://msdn.microsoft.com/library/default.asp?url=/library/en-us/cpref/html/frlrfSystemDataSqlClientSqlCommandClassTopic.asp

// Note: The connection string is passed in as a parameter.
//       You don't have to do that.  You can declare it in 
//       the body of the method if you like.

public void ReadMyData(string myConnString) 
{
   string mySelectQuery = "SELECT OrderID, Customer FROM Orders";
   SqlConnection myConnection = new SqlConnection(myConnString);
   SqlCommand myCommand = new SqlCommand(mySelectQuery,myConnection);
   myConnection.Open();
   SqlDataReader myReader = myCommand.ExecuteReader();
   try 
   {
     while (myReader.Read()) 
     {
       Console.WriteLine(myReader.GetInt32(0) + ", " + myReader.GetString(1));
     }
   }
   finally 
   {
     // always call Close when done reading.
     myReader.Close();
     // always call Close when done reading.
     myConnection.Close();
   }
 }