>How I make to insert dataset in sqlserver 2005 database with vs 2003.

Read in Help about updating (or inserting) with OleDB (ADO.NET Command object).

Here's one way (example):

public int AddOrders(string sOrderID, string sProductID, double nQuantity, double nUnitPrice)
{
  string sConn=System.Configuration.ConfigurationManager.ConnectionStrings["Conn"].ToString();
  string sSQL = "INSERT INTO [Order Details] "+
    "(OrderID, ProductID, Quantity, UnitPrice) "+
    "VALUES @OrderID, @ProductID, @Quantity, @UnitPrice)";
  SqlConnection oConn = new SqlConnection(sConn);
  SqlCommand oCmd = new SqlCommand(sSQL, oConn);
  oCmd.CommandText = sSQL;
  oCmd.CommandType = CommandType.StoredProcedure;
  oCmd.Parameters.Add("@OrderID", SqlDbType.Int);
  oCmd.Parameters.Add("@ProductID", SqlDbType.Int);
  oCmd.Parameters.Add("@Quantity", SqlDbType.Double);
  oCmd.Parameters.Add("@UnitPrice", SqlDbType.Double);
  oCmd.Parameters[0].Value = sOrderID;
  oCmd.Parameters[1].Value = sProductID;
  oCmd.Parameters[2].Value = nQuantity;
  oCmd.Parameters[3].Value = nUnitPrice;
  oCmd.Connection = oConn;
  oConn.Open();
  int nRowsInserted = oCmd.ExecuteNonQuery();
  oConn.Close();
  oCmd = null;
  return nRowsInserted;
}

Note: It reads the connection string from Web.Config