Importing Excel into a DataTable Quickly

Caling .Value2 is an expensive operation because it's a COM-interop call. I would instead read the entire range into an array and then loop through the array:

object[,] data = Range.Value2;

// Create new Column in DataTable
for (int cCnt = 1; cCnt <= Range.Columns.Count; cCnt++)
{
    textBox3.Text = cCnt.ToString();

    var Column = new DataColumn();
    Column.DataType = System.Type.GetType("System.String");
    Column.ColumnName = cCnt.ToString();
    DT.Columns.Add(Column);

    // Create row for Data Table
    for (int rCnt = 1; rCnt <= Range.Rows.Count; rCnt++)
    {
        textBox2.Text = rCnt.ToString();

        string CellVal = String.Empty;
        try
        {
            cellVal = (string)(data[rCnt, cCnt]);
        }
        catch (Microsoft.CSharp.RuntimeBinder.RuntimeBinderException)
        {
            ConvertVal = (double)(data[rCnt, cCnt]);
            cellVal = ConvertVal.ToString();
        }

        DataRow Row;

        // Add to the DataTable
        if (cCnt == 1)
        {

            Row = DT.NewRow();
            Row[cCnt.ToString()] = cellVal;
            DT.Rows.Add(Row);
        }
        else
        {

            Row = DT.Rows[rCnt + 1];
            Row[cCnt.ToString()] = cellVal;

        }
    }
} 

In case anyone else is using EPPlus. This implementation is pretty naive, but there are comments that draw attention to such. If you were to layer one more method GetWorkbookAsDataSet() on top it would do what the OP is asking for.

    /// <summary>
    /// Assumption: Worksheet is in table format with no weird padding or blank column headers.
    /// 
    /// Assertion: Duplicate column names will be aliased by appending a sequence number (eg. Column, Column1, Column2)
    /// </summary>
    /// <param name="worksheet"></param>
    /// <returns></returns>
    public static DataTable GetWorksheetAsDataTable(ExcelWorksheet worksheet)
    {
        var dt = new DataTable(worksheet.Name);
        dt.Columns.AddRange(GetDataColumns(worksheet).ToArray());
        var headerOffset = 1; //have to skip header row
        var width = dt.Columns.Count;
        var depth = GetTableDepth(worksheet, headerOffset);
        for (var i = 1; i <= depth; i++)
        {
            var row = dt.NewRow();
            for (var j = 1; j <= width; j++)
            {
                var currentValue = worksheet.Cells[i + headerOffset, j].Value;

                //have to decrement b/c excel is 1 based and datatable is 0 based.
                row[j - 1] = currentValue == null ? null : currentValue.ToString();
            }

            dt.Rows.Add(row);
        }

        return dt;
    }

    /// <summary>
    /// Assumption: There are no null or empty cells in the first column
    /// </summary>
    /// <param name="worksheet"></param>
    /// <returns></returns>
    private static int GetTableDepth(ExcelWorksheet worksheet, int headerOffset)
    {
        var i = 1;
        var j = 1;
        var cellValue = worksheet.Cells[i + headerOffset, j].Value;
        while (cellValue != null)
        {
            i++;
            cellValue = worksheet.Cells[i + headerOffset, j].Value;
        }

        return i - 1; //subtract one because we're going from rownumber (1 based) to depth (0 based)
    }

    private static IEnumerable<DataColumn> GetDataColumns(ExcelWorksheet worksheet)
    {
        return GatherColumnNames(worksheet).Select(x => new DataColumn(x));
    }

    private static IEnumerable<string> GatherColumnNames(ExcelWorksheet worksheet)
    {
        var columns = new List<string>();

        var i = 1;
        var j = 1;
        var columnName = worksheet.Cells[i, j].Value;
        while (columnName != null)
        {
            columns.Add(GetUniqueColumnName(columns, columnName.ToString()));
            j++;
            columnName = worksheet.Cells[i, j].Value;
        }

        return columns;
    }

    private static string GetUniqueColumnName(IEnumerable<string> columnNames, string columnName)
    {
        var colName = columnName;
        var i = 1;
        while (columnNames.Contains(colName))
        {
            colName = columnName + i.ToString();
            i++;
        }

        return colName;
    }