The DataAdapter.SelectCommand property needs to be initialized.

This is because the codes below is initialized with a null object actually.
like this one 

SqlDataAdapter yourdataAdapterName = new SqlDataAdapter();

Instead of using that you need to initialize the DataAdapter with a command object like below:

 SqlDataAdapter yourdataAdapterName = new SqlDataAdapter("select * from aTable",Conn);
//Conn is your connection string
//use your select command in the place of "select * from aTable"

If it is not your solution then show some code.And ask again