The SQL to join (INNER JOIN) the two related tables is:
SELECT STUDENTS.SID, STUDENTS.SNAME, STUDENTS.EMAIL, STUDENTS.PWD, STUDENTS.PID, PROGRAM.PNAME
FROM STUDENTS INNER JOIN PROGRAM ON STUDENTS.PID = PROGRAM.PID;
As for data reader, I've never used it. But, I assume you have to specify the source of the records. In that case you would use the SQL above as the source or create a Query or stored procedure to output the records...