How To Receive Data From Database And In A While Loop

i want to receive some data from my database and in a while loop. i use this code in the while loop

Code:
Dim sqlda As New SqlDataAdapter()
sqlda.SelectCommand = New SqlCommand()
sqlda.SelectCommand.Connection = con
sqlda.SelectCommand.Parameters.Add(paramar(0))
sqlda.SelectCommand.CommandText = "select images,creationdate,dimosieyseis from t_accounts where UserName=@un"
Dim ds As New DataSet()
sqlda.Fill(ds)

if i open and close the connection it becomes slow. if i use a general con and not open and close it then i receive an error

"There is already an open DataReader associated with this Command which must be closed first. "

then i tried to resolve this error with

MultipleActiveResultSets=True that resolves the problem but it is not faster because i think it does the open and close of the connection automatically