There's some different way to do this, depending on what control you want to load your list in. But there is a general way to do it :
- First you need to connect to the sharepoint list you want to load your values from with the Microsoft.Sharepoint assembly
- You need to make the CAML query to retrieve the data;
- Put the query in a SPQuery Object;
- Load the value inside a SPListItemCollection object;
- Populate your control.
I'm not sure if it is going to be faster tough...