Which is the Fastest Way to Retrieve Data From SQL Server 2008 in VB.NET ?

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VB

SQL-Server-2008R2

Hello !
i am facing a problem with my project which i developed in vb.net 2010 with back end SQL Server 2008. this application is running on a network. Database of SQL Server 2008 is deployed On a server system and more than 25 clients on this network access the database simultaneously.
although every thing is fine but the problem is that when a huge data is retrieved (more than 200 rows) to a datagridview then the speed is very slow.
can anyone help me for this ???
the following is the code which i use.

SQL_CONNECTION.ConnectionString = "Data Source =192.168.1.200; Database=DBName; User ID=sa; Password=password; Connect Timeout=0"

SQL_CONNECTION.Open()
MyQuery = "SELECT * From TableName"
MyCommand = New SqlCommand(MyQuery, SQL_CONNECTION)
                MyDataReader = MyCommand.ExecuteReader
                RowNo = 0
                GridName.RowCount = 0
                While MyDataReader.Read
                    GridName.Rows.Add(1)
                    GridName.Rows(RowNo).Cells(1).Value = MyDataReader!FieldName
               RowNo=RowNo+1
               End While

SQL_CONNECTION.Close()