DataReader and Master-Detail

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Hi all,
I need to work through a master and its details table. My first attempt was to open a DataReader on the master and for each record get a new DataReader on the detail, restricted to the foreign key. But this is very slow. As the tables are very large I cannot use DataSet's functionality.
So my idea was to use a stored procedure for the detail reader that returns details in the same order as the master.
1) Can this be done with a stored procedure? How?
2) Is there a better way?

Thanks for any advice,

Christian

details.read();
while (master.Read()) {
int key = master.GetInt32(masterPrimaryKeyCol);
while (details.GetInt32(detailForeignKeyCol) == key) {
// process details
// ...
details.read();
} // while details
} // while master
.

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