Just because you're coding it in VB doesn't mean you're free from having to be familiar with SQL. Afterall, your command string is SQL. Regardless of whether or not you're writing a stored proc, you still have to know how to write your query. I personally think it's easier to use SQLServer Manager Express to write a query because you can test it without having to continually stop to edit code and compile your app.
In the end, I suspect you want to perform multiple queries and have the returned tables put into your dataset. I found this with a simple google search for "c# multiple tables in dataset":
Multiple Tables in Dataset[
^]