Limiting number of rows returned at a time in select query

Hi All.

Is there a way inside a query (or connection) to limit the amount of
records returned each chunk by the server? At the moment, I have 22
million records trying to be returned in one-go as the result set. I
have a .NET driver that has a FetchSize option which allows the above
(say returning 10k rows at a time without holding them all in memory);
I'm not sure though if that's a property of the driver / server, as
none of the other interfaces I have seem to include it. It just makes
sense it might be server-side; although, if it's not I'm quite happy
to be corrected.

Any pointers are appreciated.

Cheers,

Jon.