Newbe Question: Need A Way To Read In Large Query With .net

Could someone please point me in the right direction on how to read in
a large query with .net.

I am trying to emulate a legacy database system so I don't know the
upper bounds of the sql query. An example query would be something
like:

Select * from invoices where year 1995

the query must be updatable and only return say 10 to 100 rows at a
time.
It should also be forward only and discard rows no longer in use to
save memory.

And if at all possible I would like to lock one row at a time as the
row is read in.