using System.Data;
using System.Data.SqlClient;
public partial class test_two_dataset : System.Web.UI.Page
{
    SqlConnection sqlcon = new SqlConnection(@"Server=SQLEXPRESS;database=test;uid=xxxx;pwd=yyyy;");
    SqlCommand sqlcmd;
    SqlDataAdapter da;
    DataSet ds = new DataSet();

    protected void Page_Load(object sender, EventArgs e)
    {
        sqlcon.Open();
        sqlcmd = new SqlCommand("select * from emp", sqlcon);           //first table query command
        da = new SqlDataAdapter(sqlcmd);
        da.Fill(ds, "emp");                                             //Bind first table in Dataset

        sqlcmd = new SqlCommand("select * from empdata", sqlcon);       //second table query command
        da = new SqlDataAdapter(sqlcmd);
        da.Fill(ds, "empdata");                                         //Bind second table in same Dataset



        //first table bind in gridview1
        GridView1.DataSource = ds.Tables["emp"];
        GridView1.DataBind();

        ////first table bind in gridview2
        GridView2.DataSource = ds.Tables["empdata"];
        GridView2.DataBind();
    }
}

SqlConnection con = new SqlConnection("Data Source=(local);Integrated Security=sspi");

            SqlCommand qur = new SqlCommand("select * from employee", con);

            SqlDataAdapter ada = new SqlDataAdapter();
            ada.SelectCommand = qur;

            DataSet ds = new DataSet();
            ada.Fill(ds);


            DataTable dt = new DataTable();
            ada.Fill(dt);