This week's book giveaway is in the OCMJEA forum. We're giving away four copies of OCM Java EE 6 Enterprise Architect Exam Guide and have Paul Allen & Joseph Bambara on-line! See this thread for details.
I would say in this case, you could still have a manager class which deals with some logic surrounding the result set. This manager could manage the connections to the database. i.e manager->initialise DAO->work with result set... and so on..