Query the same datareader more than once

Question

I am creating a web app were people fill in boxes. Depending on the info they fill in, I only want certain values available for them afterwards. So I would start with a huge database(about 1 million names, adresses, postal code.....) query it first for a postal code that would be entered and then give them a drop down list of the last names available having that postal code. Once this is done, query the same database for the first names available with that postal code and also with the last name they picked just before. I was thinking of using a datareader but read that maybe a datagrid would be best. I'm new in vb.net(my third week on this job, internship for the summer) and I really need this to work. So what would be the best way to get this done without always having to query again the whole database each time with added parameters. I just want the database(datareader or datagrid) to diminish in size after each query so it goes faster. Any help would be greatly appreciated !!! Thanks!!!! vbnetrookie