解决方案：

string s = "";
SqlConnection conn = new SqlConnection("Server=192.168.1.1;Database=master;Connect Timeout=30;User ID=foobar;Password=raboof;");
SqlDataAdapter da = new SqlDataAdapter("SELECT TOP 5 name, dbid FROM sysdatabases", conn); // 选择前5行
DataTable dt = new DataTable();

da.Fill(dt);

for (int i = 0; i < dt.Rows.Count; i++)
{
    s += dt.Rows[i]["name"].ToString() + " -- " + dt.Rows[i]["dbid"].ToString() + "\n";
}

MessageBox.Show(s);

或者

using System.Data.OleDb;
...

using (OleDbConnection conn = new OleDbConnection())
{
    conn.ConnectionString = "Provider=sqloledb;Data Source=yourServername\yourInstance;Initial Catalog=databaseName;Integrated Security=SSPI;";

    using (OleDbCommand cmd = new OleDbCommand())
    {
        conn.Open();
        cmd.Connection = conn;
        cmd.CommandText = "Select * from yourTable";

        using (OleDbDataReader dr = cmd.ExecuteReader())
        {
            while (dr.Read()) // 遍历查询结果
            {
                Console.WriteLine(dr["columnName"]);
            }
        }
    }
}