First Steps is to create the object of BinduingSource Class As:
Dim bsGrid1 As New BindingSource
Get the data into a dataset from database using SqlDataAdapter.
DataSet dsMyData AS New DataSet()
dsMyData={Method to Get Data From database}
Now use the following code to bind the grid through binding source:
dgvMyGrid.DataSource = bsGrid1
bsGrid1 .DataSource = dsMyData
bsGrid1 .DataMember = "Table1" ' Table Name
dgvMyGrid.BindingContext = Me.BindingContext()
Thanks & Regards
Lakhan Pal