If you're using MSSQL Server you'll want to use the SqlClient namespace, not OLEDB, SqlClient is optimized for SQL Server and has all of the DataAdapter and Commandbuilder stuff OLEDB has.

I don't like auto generated sql myself, so i tend to stay away from the commandbuilder.

For paging and sorting to work "easily" you'll want to use the dataset over the datareader. This guy's site - http://www.geocities.com/jeff_louie/NET_General.htm has some really good info and examples on how to accomplish that.

I don't understand your second question on the Label, maybe you could elaborate.