Alejandra,
In addition to Lucas' comments on bulk copy, yes you can use Datasets to
copy between databases.
David Sceppa explains how to and gives some caveats in his book "Microsoft
ADO.NET - Core Reference" from MS Press.
If you are doing a lot with ADO.NET I strongly recommend Sceppa's book,
which is a good tutorial on ADO.NET as well as a good desk reference once
you know ADO.NET.
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