Why not something like:
string connString = @"your connection string here";
string query = "select * from table";
SqlConnection conn = new SqlConnection(connString);
SqlCommand cmd = new SqlCommand(query, conn);
conn.Open();
SqlDataAdapter da = new SqlDataAdapter(cmd);
da.Fill(dataTable);
conn.Close();
da.Dispose();
NOTES:
* The data table field must be initialized before calling da.Fill(dataTable)