RetrieveRow isn't going to give the desired effect here... It can't do anything about how the server parses and processes the query and marshalls the resultset.
All RetrieveRow does is give the developer an opportunity to process the returned resultset row-by-row. It doesn't make the resultset start coming back any faster...
Definitely look at the optimizer plan of the query, and look for ways to use available indices or keys. Eliminate table scans of large tables.