Moving data from one database table to another database and table.

I am asking a little advice before I begin something.

I need to read every row from a database/table and INSERT a row in another database/table.
The FROM database is a commercial database like SEQUEL or ORACLE and the TO database is Access or FoxPro.  I say this because I am assuming I can read faster from say SEQUEL than I can INSERT into FoxPro.

For now I am only expecting to be transferring a few thousand rows, but I cannot predict how large the tables will become in the future.  Tables in both databases have very similar schemas.  Lastly, both databases are on the same physical server, and that is not likely to change.  

READER = select * from SEQUEL table; //is select * a dirty read?  does it depend on database vendor?
WHILE Rows in READER
{
      1. Read a row
      2. Convert data into FoxPro Schema
      3. Build an Insert Statement
      4. Insert the row FoxPro
}

Question:  Is it a concern that SEQUEL/ORACLE will be waiting to do step 1 while waiting for C# to do steps 2 and 3 and FoxPro/Access is performing step 4?  Can I tell the reader to do a dirty read?

Should I try to buffer it?  I mean read 10,000 rows into a collection in step 1 and then do the other tasks, in the hope that most of the time a table will not contain 10,000 rows? Am I showing my age by asking this question?

Does this job really call out to be done in two threads?  I did want this code to be as simple as possible.

Thank you for taking the time to read all this.  All opinions are welcome.