And that of course does. For a desktop app where only a single instance of your app is running resource usage will not be your main concern because your application can use all of resources available in system. In order to make sure dataset is created and loaded with data when it is needed, it is good to place the dataset on a form or frame where db-aware controls exist. Kevin Powick replied on Jun Above dialog will be opened and it will give a brief information about the settings and will ask you to confirm the operation.
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