You can build a DataSet and fill it with data with code instead of a database query.

1. Create a DataSet object.

Dim dataset as New DataSet("DataSetName")

2. Create a new DataTable object.

Dim datatable as New DataTable("DataTableName")

3. Create a new DataColumn object.

Dim datacolumn as New DataColumn("DataColumnName", GetType(String))

4a. Add the DataColumn object to the DataTable's Columns collection.

datatable.Columns.Add(datacolumn)

4b. You could optionally create the column object and add it to the DataTable's Columns collection in one step.

datatable.Columns.Add("DataColumnName", GetType(String))

5. Optionally assign an array of DataColumn objects to the PrimaryKey property of the DataTable.

datatable.PrimaryKey = New DataColumn() {datatable.Columns("FirstName"), datatable.Columns("LastName")}

6. Add the DataTable object to the DataSet's Tables collection.

dataset.Tables.Add(datatable)

MS Example
DataTable Members