Data is Null. This method or property cannot be called on Null values

You shouldn’t be trying to convert the null values from the proc into ints – so before you create the MovieGenre instance you need to check the nullable fields using the SqlDataReader.IsDBNull method:

http://msdn.microsoft.com/en-us/library/system.data.sqlclient.sqldatareader.isdbnull.aspx

Assuming that the GenreID and MovieGenreID are nullable ints you could do something like:

movieGenre.Add(new MovieGenre {
  MovieID = reader.GetInt32(movieIDIndex),
  MovieGenreID = reader.IsDBNull(movieGenreIDIndex) ? null : reader.GetInt32(movieGenreIDIndex),
  GenreID = reader.IsDBNull(genreIDIndex) ? null : reader.GetInt32(genreIDIndex)
});