How to get large data from sql server in 2 seconds

You don't want to load 400,000 records ;-) And you don't want to display 400,000 records in a webpage. Even if you manage to retrieve  them in 2 seconds, the browser will take ages to render them.

You want to retrieve a subset of e.g. 20 (or 100 or something else that is reasonable) records and each time a user requests a next (or previous) set of records, you retrieve those. For SQL server 2005/2008, check e.g http://stackoverflow.com/questions/971964/limit-10-20-in-sql-server how to do that.

Note that you have to implement the paging (next page, previous page, go to end) yourself.