Please refer to the following URLs to know the differences between DataReader and DataAdapter,http://onlydifferencefaqs.blogspot.in/2012/07/adonet-difference-faqs-1.htmlhttp://onlydifferencefaqs.blogspot.in/2012/08/difference-between-datareaderdataset.html

Data Reader:Data Reader is Nothing but It can be Read only Forword only Access data from Database ,It is faster,It can returns Onyl One record from Database.
Data Adapter:Data Adapter is Bridge Btween the Dataset and Database,it can be used Fill() method like,
dataset ds=new Dataset();
Sqldataadapter da=new SqldataAdapter("select Query",Con);
ds.Fill("Tablename",ds);

Datareader reads the record from the database one by one and forward only.

DataAdapter is a bridge which is Intract between datasource and  datatable.