If you’re using .NET 3.5, you can use DataTableExtensions.AsEnumerable (an extension method) and then if you really need a List<DataRow> instead of just IEnumerable<DataRow> you can call Enumerable.ToList:
IEnumerable<DataRow> sequence = dt.AsEnumerable();
or
using System.Linq;
...
List<DataRow> list = dt.AsEnumerable().ToList();