I have used SqlDataReader instead of using SqlDataAdapter or DataSet.
DataTable dtTable = new DataTable();
SqlConnection sqlCon = new SqlConnection(@"Server=WILLINGTON\SQLEXPRESS;Database=TestDB;Trusted_Connection=True;");
SqlCommand sqlCmd = new SqlCommand("SELECT * FROM USERS", sqlCon);
if (sqlCon.State != ConnectionState.Open)
sqlCon.Open();
SqlDataReader dr = sqlCmd.ExecuteReader();
dtTable.Load(dr);
if (sqlCon.State != ConnectionState.Open)
sqlCon.Close();