Nested Loop - go through records of two tables

I am playing with a Web Application using VB.NET, VS 2003, and SQL 2000 DB

I have 2 tables Broker and Officer.
Table Broker has basic data for each Broker, while Officer table has all officers that work for each of the brokers. Relationship is:  broker.code = officer.brkr_code
One Broker shop may have 1, 2,... or 100 officers.

My task is to:

1. Get all Brokers from the broker Table (what to use here - dataset, datareader, dataadapter?)
2. Go through Broker rows one by one (how to go trough the dataset)
     For Each row in Broker table
            retrieve few fields (code, sales_adj, risk_adj)
            perform some tasks
3. Than while in each Broker row, get all appropriate Officers from Officer table for that Broker (based on above relatioship)
             for Each row of dataset from Officer (what to use here - dataset, datareader, dataadapter?)
                        retrieve few fields (name, email, phone, fax)
                        perform some tasks
                     Next
   Next

I hope I am clear with my needs.  
So, what is the best approach to use to retrieve these datasets and go through them one by one?
Should I use datareaders, dataadapters, etc?
What is the most light and most fast approach?

I would appreciate some basic code for chosen dataset approach and how to go through it row by row.

Thanks