Oh I see. If you want to return a lot of data use a dataadapter
SqlCommand cmd = new SqlCommand();
cmd.Connection = cnn;
cmd.CommandText = "Your sql statement";
SqlDataAdapter adapter = new SqlDataAdapter(cmd);
DataTable dt = new DataTable();
adapter.Fill(dt);
You can remove you cnn.Open() and cnn.Close() as the DataAdapter takes care of that itself. You end up with the data you extracted from the database in the dataTable.
Hope that helps.