Reading DB Result sets in object hierarchy

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C#

ASP.NET

database

Hey guys
I am reading the database result and mapping it to my class objects
for example in a case like customer and customer orders, I read customer as a select command and the orders as a next result set of select command, on reader I move to next result set and map it to the collection of 'customerOrders' on 'customer' object. Till here its ok.

Problem: if i got 3rd result set which is like order transactions for each order of a customer.
Then what would be the good logic to map this 3rd result set in hierarchy to orders. Some way to read n rows in 3rd result set which is related to the Nth record in 2nd result set.

I am Doing this so that I can do following in my code.

orderTransaction[] transactions = customer.order[2].orderTransactions

Thanks for any ideas or logic.