Problem with loading the data in Datatables

Question

I have a problem with loading the data in Datatables. I am using vs.net 2003 environment. I have 10 Tables in my database. I am loading 10 tables in one dataset and creating relations for those Tables. Out of 10 tables one table have millions of records and takes so much time to load the data. Is there any possiblity to load this data quickly or create a thread which will load this data in to data table background once the thread is done i can assign and bind this data to my datagrid. I tried this scenario but it's not working for me. It's failing. I'll appreciate if some one can help me with the solution or Any working alternative solutions. Thanks