Gracias!
Here is the full routine that works for me (based on intro7_5.aspx in .Net SDK)

Sub SubmitBtn_Click(Sender As Object, E As EventArgs)

Dim connobj As ADOConnection
Dim dtsCmdobj As ADODataSetCommand
Dim DS As DataSet
Dim str_sql AS string
str_sql="select * from test"

connobj = New ADOConnection("DSN=test")
connobj.Open()
dtsCmdobj = New ADODataSetCommand(str_sql, connobj)

DS = new DataSet()
dtscmdobj.FillDataSet(DS, "Titles")
MyList.DataSource = DS.Tables("Titles").DefaultView
MyList.DataBind()

End Sub