Code:
Dim myConnection As New SqlConnection("server=SERVERNAME;database=DATABASENAME;uid=USERNAME;pwd=PASSWORD")
Dim myCommand As New SqlDataAdapter("select * from customers", myConnection)

Sub Page_Load(sender As Object, e As EventArgs)
Dim ds As New DataSet()
myCommand.Fill(ds, "customers")

Dim pRow As DataRow
For Each pRow In ds.Tables("customers").Rows
Response.write (pRow("cust_fname") & "&nbsp;" & pRow("cust_lname") & "<br>")
Next

End Sub