Programming practices

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I read a while back that "any object oriented programmer knows not to
store data in the user interface" what exactly does this mean and is
it the same as say querying a SQL database and have the results
returned to a text box or by using a while loop to simply write the
results to a web page as they are read from the datareader? I ask this
because I have quite a few web applications that use a lot of SQL
queries and while reading the values it simple does a Response.Write
with the html markup and values that were retrieved.For instance:

while (sRead.Read())
{
string _productName = sRead.GetValue(0).ToString();
string _productID = sRead.GetValue(1).ToString();
Response.Write("<a href='?id=" + _productID + "'>" + _productName +
"</a><br>");
}

Also is it necessary to use a DataSet in this situation or am I doing
it correctly?

Thanks!!

.

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