The SetAdded method (only in 2.0 and above) is a property of the DataRow, and hence you would need to loop. This Datarow method on rows that are unchanged.
The simplest sampe is as below:
myDataSet.EnforceConstraints = false;
for(int counter = 0; counter < myDataSet.Tables["myDataTable"].Rows.Count ; counter ++)
DataRow row = myDataSet.Tables["myDataTable"].Rows[counter];
myDataSet.EnforceConstraints = true;
Place a System.Diagnostics.Stopwatch around this code, and see how much time it takes.
Hope that helps.