If you normaly create a DataSet in code it is untyped. However it is possible to create a typed DataSet using the XSD-tool. What this tool does for you is generate the the code for your typed Dataset based on a XML-file you provide.
The output of the XSD-tool is a codefile (.vb or .cs), which can be compiled and used in your application.
For more information on using the XSD-tool:
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/cpguide/html/cpcongeneratingstronglytypeddataset.asp