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Jeremy is basically right, although C# and SQL interaction isn't really something that comes into play with the answer here. They're cleanly separated, and should be.
There's absolutely no reason you should need 10,000,000 rows in a DataSet, especially in a web application. You know about page life cycle, right? Only request the data you need. The database is responsible for the storage and exposure of data - your application is responsible for whatever processing it does. It should request only the data that's necessary. Precaching the entire database will work against you - as you're seeing.
I can't say all that much more about how to achieve that, without knowing the details of your application.
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