How do I loop through rows with a data reader in C#?

That's the way the DataReader works, it's designed to read the database rows one at a time.

while(reader.Read()) 
{
  var value1 = reader.GetValue(0); // On first iteration will be hello
  var value2 = reader.GetValue(1); // On first iteration will be hello2
  var value3 = reader.GetValue(2); // On first iteration will be hello3
}

int count = reader.FieldCount;
while(reader.Read()) {
    for(int i = 0 ; i < count ; i++) {
        Console.WriteLine(reader.GetValue(i));
    }
}

Note; if you have multiple grids, then:

do {
    int count = reader.FieldCount;
    while(reader.Read()) {
        for(int i = 0 ; i < count ; i++) {
            Console.WriteLine(reader.GetValue(i));
        }
    }
} while (reader.NextResult())