Regarding the error message: again, it looks like you either didn't create the objects, put them in the wrong namespace or gave them a different name. Maybe you should read up on typed DataSets a bit before you continue? http://www.google.com/#hl=en&source=...asets+tutorial
This looks like a reasonably simple task, but it also seems you're spending a lot of time on it.
With regard to the second question: you pretty much need to repeat the same stuff over again. Get the value from the last database, call a service, get the text from the database and display it in the page. Rather than looping over the items to create a drop down list, you display the text in, say, some <div /> element.