<p>What's the best way to import a CSV file into a strongly-typed data structure?</p>

A good simple way to do it is to open the file, and read each line into an array, linked list, data-structure-of-your-choice. Be careful about handling the first line though.
This may be over your head, but there seems to be a direct way to access them as well using a
connection string
.
Why not try using Python instead of C# or VB? It has a nice CSV module to import that does all the heavy lifting for you.