What is the difference among "using System.Data;" and directly adding the reference from "Add References Dialog Box"? 

When you compile a program using command line, you add the references using /r switch. When you compile a program using Visual Studio, it adds those references to our assembly, which are added using "Add Reference" dialog box. While "using" statement facilitates us to use classes =without using their fully qualified names.

For example: if u have require added a reference to "System.Data.SqlClient" using "Add Reference" dialog box then u can use SqlConnection class like this:

System.Data.SqlClient.SqlConnection

But if u add a "using System.Data.SqlClient" statement at the begin of ur code then u can directly use SqlConnection class.