Querying Towards A Responsive UI

I realize that this may not be the correct ng for this question, and
if so, I'd appreciate a pointer to the correct group.

I am not including DDL/DML for this question, because I do not believe
it is relevant.

What I have is a SQL query, which when executed in Query Analyzer
takes about 10-12 seconds. From the time I issue the query, I see an
initial lag of about 1 seconds after which the grid starts getting
populated, and then runs its course.

The UI responsiveness is impressive. Almost immediately, well, within
1 second at most, I see data appear from the server into my query
analyzer grid.

I'd like to get the same responsiveness if possible on my client
application written in C# using ADO.NET.


I use the SqlDataReader class off the SqlCommand class to make the
same query (identical), and yet it takes close to 9 or 10 seconds
before even the first row is retrieved by the application. I am not
saying that it takes 9 or 10 second for my DataGrid to start being
populated; it is simply that the first Read operation of the
SqlDataReader after I connect (which is instantaneous), that takes 9
to 10 seconds. Once the data retrieval starts, the grid populates in
short order.

Are there any pointer by which I can get just a few rows fast enough
to give the user the impression that the query is executing. In other
words, what techniques can I use to get the same sort of
responsiveness as in the SQL query analyzer?

In case it is relevant, there are some 250,000 rows returned by the
query.

Thanks for all helpful responses in advance.