You can do a DataTable.Rows.Select( "field=value and field2=value2" ) which returns an array of DataRows according to your Statement. Nothing too complex though. Really just a filter. If you need to do more complex SQL statements on the data it should probably be done through Stored Procedures or your initial call to the database.
FYI, if you are using ASP.NET, all DataSets are on the server side. To my knowledge, there really isn't such a thing as a "Client-side" DataSet in ASP.NET. In ADO, as opposed to ADO.NET, there were cursors which designated a client side or server side, but this is no longer the case. By default, the data is taken from the database and held in memory inside the dataset until it is disposed of.
If you are looking for a more active connection to the data, the DataSet is populated behind the scenes by the DataReader. In SQL Server, it is the SqlDataReader. It provides a more ADO feel for a cursor location and whatnot.
Hope this helps.
Get A Computer Job!