What is the difference between a DataSet and a DataTable?
Here is a link to the MSDN class information for both:
DataSet Class
DataTable Class

So a DataTable is just a table.

However, a DataSet is a collection of tables that can have their data linked together with a DataRelation Class.

So when accessing a database, which should you use?
Well, if you only need a single table, then just use a DataTable.
However, if you need multiple tables and those tables may have some type of relationship, use a DataSet.