Actually, you'll want to instantiate the class within the loop, so that you get an instance of the class for each row in the SqlDataReader like so :
SqlService sql = new SqlService();
sql.ConnectionString = System.Configuration.ConfigurationManager.ConnectionStrings["MyConnectionString"].ConnectionString;
using(SqlDataReader myReader = sql.ExecuteSPReader("sp_Blah")) // we have records
{
while (myReader.Read())
{
System.Diagnostics.Debug.WriteLine(myReader.GetString(myReader.GetOrdinal("BlahField")));
ds_GetAction MyEx = new ds_GetAction(myReader); // ds_GetAction is the output class from Code Smith
}
}