Subsonic out of memory exception

If you are using .Net client then you may not have set

//This says how many outgoing connection you can make to a single endpoint. Default Value is 2
System.Net.ServicePointManager.DefaultConnectionLimit = 200;

here is the original question and answer WCF Service Throttling

Update:

This config goes in .Net client application may be on start up or whenever but before starting your tests.

Moreover you can have it in app.config file as well like following

<system.net>
    <connectionManagement>
      <add maxconnection = "200" address ="*" />
    </connectionManagement>
  </system.net>

The Fill() method of DbDataAdapter class has a convenient overload for this very purpose :

public int Fill (DataSet dataSet, int startRecord, int maxRecords, string srcTable)

In this overload, you can provide the record number to start with and the maximum records to retrieve from that starting point. This enables you to retrieve only a subset of records from the datasource based on the current page index. All you need to keep track of is the current record index that is displayed.

So you would need to modify your DAL to provide this overload. I haven't used SubSonic so I can't tell if that feature exists in it.