SqlCommand.ExecuteReader takes ages to return

[Pradeep1210]

I have the following block of code in my program:

            '' create a command object 
            Dim cmd As New SqlCommand
            cmd.CommandText = "SomeStoredProc"
            cmd.CommandType = CommandType.StoredProcedure
            cmd.CommandTimeout = 0
            cmd.Parameters.AddRange(SpParmList.ToArray)     ' SpParmList is a List of parameters

            '' Get records from database
            Using cnn As New SqlClient.SqlConnection(DbConnectionString)
                cnn.Open()
                cmd.Connection = cnn
                Using reader As SqlDataReader = cmd.ExecuteReader()      '<-- this line
                    myDS.Load(reader)
                End Using
            End Using

The problem is that it gets stuck at the highlighted lines somethimes, but not always.
Sometimes it takes just a few seconds on that line, while at other times it takes even more than half an hour, for the same stored procedure.

Note: The stored procedure returns millions of records.

Anyone knows why this happens and what can be done for this?