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How do I connect to a database from my Smart Device app?

When creating applications for Smart Devices, no controls are provided for connecting to a database. How do I programmatically create a dataadapter and dataset and connect them to a datagrid?
Use the following code:
SqlDataAdapter ad = new SqlDataAdapter(
 [your_select_statement], [your_connection_string]);        
DataSet ds = new DataSet();    
grid.DataSource = ds;    

This was first published in September 2003

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