You were right, I did misunderstand GetLocation, this is what I am using now. Thank you everybody!

MapPoint.Location mapLoc;
double dblLon;
double dblLat;

foreach (DataRow dataRow in myDataSet.Tables["myTable"].Rows)
{
dblLat = Convert.ToDouble(dataRow["Latitude"]);
dblLon = Convert.ToDouble(dataRow["Longitude"]);

mapLoc = myMap.GetLocation(dblLat, dblLon, 100);
myMap.AddPushpin(mapLoc, "PP");
}