Does the Data Adapter model support application roles and who has the ability to view data based on thoses roles. If so, is there any help in documentation for this. I need to be able to turn the roles off and on in Sql Server thru your data adapter dll

In a way you can, by deriving a class from DataAccessAdapter and in the constructor (or in a method, what you prefer) you call the procedure to set a role, after opening hte connection.

Keep in mind that application roles are not very nice to work with and you will run into problems, as connection pooling has to be switched off, and scalability therefore degrades. Better is to use Sqlserver roles.