Dataset is a collection of Tables which is connection-less implementation. So to retrive tables from database it requires a connection-oriented i.e DataAdapter, without this u can't retrive table from database.
ex: Mobile <------------Charger/Adapter <------------Electricity
[ without charger u can't charge u'r mobile, for charging electricity is requiered] so
Mobile---------Connectin-less
Charger----------Connection-oriented
Electricity------Database
To add Table in dataset-
da.fill(ds,"d"); where "d"--alias table name
Before asp.net i.e asp, DataReader was used to retrive data from database [record wise] but later DataAdapter is used [All the records of table]