This chapter is from the book
Limitations of the DataReader
Though the DataReader is faster and carries less overhead than binding to a DataSet, there are some limitations associated with using it. For instance, if you plan to use the paging features of Web controls, such as the DataGrid, you'll need to handle the data paging yourself. For more information, please see Hour 12, "Formatting ASP.NET List Controls." Additionally, it's not possible to sort, filter, or manipulate the data while using a DataReader, since it is read-only and forward-only.