'imposti la connessione
dim myConnection as new oledbconnection("....")

'apre la connessione
dim mycommand as new oledbdataadapter("query")

'riempie l'oggetto DataSet
dim ds as dataset = new dataset()
mycommand.fill(ds, "tua_tabella")

datalist1.datasource = ds.tables("tua_tabella").DefaultView
DataBind()