How To Fill GridView Using SqlDataReader.

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C#3.5

Hi..

I am creating Window Application. Using Dataset completely Gird Fill But Problem is that Record Is more than 20 lakh.

So Please Tell Me How To use The Fill GridView Using SqlDataReader.

I am Creating one Method in Class File then create Object of the class File Then use object..

Which are As under...

public void gridview1(DevExpress.XtraGrid.GridControl grid1, string query)
{
SqlConnection connection = new SlConnection(Connectionstring);
connection.Open();
SqlDataReader reader;
reader = new SqlCommand(query, connection).ExecuteReader();
reader.Read();
grid1.DataSource = reader;
grid1.DataBindings; // Here Error occur. 
connection.Close();
}

My class Object.
program obj = new program()
string query=".....";
obj.gridview1(grd,query); 

P/S: I searched on google for many days, but i still not find answer exactly.
Please help me!!!

I'm sorry, my english is not good. So difficult to explain more clearly.
Hope you try to help me.

Thanks..
Chirag