Hi,
Here is your answer.
SELECT U.Username,G.[Name] AS [GroupName]
FROM Users U
INNER JOIN Roles R ON U.Userid = R.UserId
INNER JOIN [Group] G ON R.GroupId = G.GroupId
for table3 i gave name Group which you didn't mention in your question.
And the reason for this error is your query will return an error and if you are not using using proper try catch block and assign data source to your server control Default2 which was bind to null object.
and also try your sql query to sql server's enterprise manager.