If you are issuing a single command with several select statements, you might use NextResult method to move to next resultset within the datareader: http://msdn.microsoft.com/en-us/library/system.data.idatareader.nextresult.aspx
I show how it could look bellow:
public DataSet SelectOne(int id)
{
DataSet result = new DataSet();
using (DbCommand command = Connection.CreateCommand())
{
command.CommandText = @"
select * from table1
select * from table2
";
var param = ParametersBuilder.CreateByKey(command, "ID", id, null);
command.Parameters.Add(param);
Connection.Open();
using (DbDataReader reader = command.ExecuteReader())
{
result.MainTable.Load(reader);
reader.NextResult();
result.SecondTable.Load(reader);
// ...
}
Connection.Close();
}
return result;
}