Jesse Liberty has written up a good article showing how to bind data into ASP.NET control over at O'Reilly's brand new ASP.NET 2.0 Training Center site:

"...in the next version of the .NET Framework a great deal of the ADO.NET object model has been incorporated into controls that let you interact with data declaratively, and that spare you from writing boilerplate code to create data sets, extract tables, bind tables or views to controls, and so forth.

In this article, you'll create a simple Web Form that lets you page through the details of the Orders table from the Northwind database."