Data Reader:Data Reader is Nothing but It can be Read only Forword only Access data from Database ,It is faster,It can returns Onyl One record from Database.
Data Adapter:Data Adapter is Bridge Btween the Dataset and Database,it can be used Fill() method like,
dataset ds=new Dataset();
Sqldataadapter da=new SqldataAdapter("select Query",Con);
ds.Fill("Tablename",ds);