C#

using (r2d2 = cmd.ExecuteReader(System.Data.CommandBehavior.SequentialAccess)) 
{
    if (!r2d2.HasRows)
        throw new Exception();

    DirectoryInfo dir = new DirectoryInfo(Path.Combine(_arbeider.KonverteringsAlternativer.RootOutputDirectory, "DOKUMENT"));
    if (!dir.Exists)
        dir.Create();

    while (r2d2.Read()) //only one row...
    {
        string filnavn = Convert.ToString(r2d2["filename"]);
        string sizeString = Convert.ToString(r2d2["size"]);
        int size = 0;
        bool sizeOK = int.TryParse(sizeString, out size);
        bool filnavnOK = false;

        try
        {
            new System.IO.FileInfo(filnavn);
            filnavnOK = true;
        }
        catch (ArgumentException erna)
        {
            throw new Exception("file not valid");
        }
        catch (System.IO.PathTooLongException)
        {
            throw new Exception("path not valid");
        }
        catch (System.Exception errrr)
        {
            throw new Exception("filename not supported", errrr);
        }

        if (filnavnOK && sizeOK && size > 0)
        {
            FileStream fs = null;
            BinaryWriter bw = null;

            //checking for duplicates
            if (_hashBrukteFilnavn.ContainsKey(filnavn))
                filnavn = Path.GetRandomFileName().Substring(0, 5) + filnavn; //duplicate
            
            _hashBrukteFilnavn[filnavn] = true;

            try
            {
                fs = new FileStream(Path.Combine(dir.FullName, filnavn), FileMode.OpenOrCreate, FileAccess.Write);
                bw = new BinaryWriter(fs);

                completePath = Path.Combine(dir.Name, filnavn);

                int startIndex = 0;
                int buffersize = 3072; //what is best? default network-packet size for mssql2008 is 4096(?)

                byte[] outbyte = new byte[buffersize];
                long retval = r2d2.GetBytes(2, startIndex, outbyte, 0, buffersize);

                //This loop is a bit slow.. How can I speed it up?
                while (retval == buffersize) 
                {
                    bw.Write(outbyte);
                    bw.Flush();
                    startIndex += buffersize;
                    retval = r2d2.GetBytes(2, startIndex, outbyte, 0, buffersize);
                }

                bw.Write(outbyte, 0, (int)retval);
            }
            catch (System.Exception err)
            {
                throw new Exception("error");
            }
            finally
            {
                if (bw != null)
                {
                    bw.Flush();
                    bw.Close();
                }
                if (fs != null)
                {
                    fs.Close();
                    fs.Dispose();
                }
            }
        }
        else
            throw new Exception("file not valid");
    }
}