Access VB.NET objects from button clicks

[richiebabes]

Yes I am a newbie to VB.NET and relatively new to web programming in general and I have a mind block. I am working on a web application where the user goes through a series of pages by clicking continue. Whenever continue is clicked some updating in the database needs to be done and the next page built according to reading stuff from the database. This is all done using web service calls. However in my mind this is a lot of reading and writing to tables where I could just create a series of objects en masse right at the beginning of the process, loading all the relevant data for each page into a collection of objects, and then after the click action I just read the relevant data from the object rather than calling a web service that then accesses the database.

How would I do this in VB.NET? Or am I talking nonsense? Do I still need to use the web service route and continually query the tables? The "pages" are really just one page and the page "changes" simply by updating a div.