ADO.NET are the data objects, so I'm not sure what you mean when you say you are using ADO for this. Also, the fact that you are using Sql 2k5 for this isn't important to your question either.
Is this a Forms app? It must be if you are using a
DateTimePicker. Are you using C# or VB.NET? I guess that doesn't matter as much, because we aren't just going to do your work for you anyway.
OK, you can just handle the ValueChanged event of the second picker, and then get the Value from them. The property is .Value, and the type is DateTime. Then you can .Subtract the first from the second. The result will be a timespan. Then get the days from the timespan. The property is .Days, and that's it.