Ok to add datatables to a dataset you first need to declare you dataset outside your loop. Otherwise you are creating your dateset everytime you loop so you are always only gonna have one value.
So code would look like
DataSet dsCompleteDataSet = new DataSet();
for(int i = 0; i < counter; i++)
{
OracleDataAdapter adapter = new OracleDataAdapter(sqlstr, conn);
OracleCommandBuilder builder = new OracleCommandBuilder(adapter);
DataSet dataset = new DataSet();
adapter.Fill(dataset);
dsCompleteDataSet.Tables.Add(dataset.Tables[0]);
}
Hope that helps.