follow this simple sample:-
Imports System.Data.OleDb
Dim strConn As String
Dim strSQL As String
Dim Conn As OleDbConnection
Dim objDA As OleDbDataAdapter
Dim objDS As New DataSet()
Try
'Build the Connection strings.
strConn = "Provider=Microsoft.Jet.OLEDB.4.0;" & _
"Data Source=C:\Program Files\Microsoft Visual Studio\VB98\Prospects.mdb"
'Pass the Connection string to OleDbConnection object.
Conn = New OleDbConnection(strConn)
'Build the SQL strings.
strSQL = "SELECT SubTypeID, SubTypeName " & _
"FROM SubType ORDER BY SubTypeName"
'Initialize the OleDbDataAdapter with SQL and Connection string,
'and then use the OleDbAdapter to fill the DataSet with data.
objDA = New OleDbDataAdapter(strSQL, Conn)
objDA.Fill(objDS, "SubType"
'Bind the DataSet to DataGrid.
DataGrid1.SetDataBinding(objDS, "SubType"
'Create DataGridTableStyle and map it to the data table.
Dim subtypeTableStyle As New DataGridTableStyle()
subtypeTableStyle.MappingName = "SubType"
'Create ColumnStyle and set its mapping name & other properties.
Dim colSubTypeID As New DataGridTextBoxColumn()
colSubTypeID.HeaderText = "SubTypeID"
colSubTypeID.MappingName = "SubTypeID"
colSubTypeID.Width = 0
Dim colSubTypeName As New DataGridTextBoxColumn()
colSubTypeName.HeaderText = "Sub Type"
colSubTypeName.MappingName = "SubTypeName"
colSubTypeName.Width = 100
'Call the Add method of GridColumnStylesCollection object to add the column to the table style.
subtypeTableStyle.GridColumnStyles.Add(colSubTypeID)
subtypeTableStyle.GridColumnStyles.Add(colSubTypeName)
'Call the Add method of GridTbaleStylesCollection object to add the table style to the data grid.
grdSubType.TableStyles.Add(subtypeTableStyle)
grdSubType.TableStyles("SubType"

.ReadOnly = True
grdSubType.TableStyles("SubType"

.AllowSorting = False
Catch Excep As System.Exception
MessageBox.Show(Excep.Message, "Prospect Management System (searchRec)", MessageBoxButtons.OK, MessageBoxIcon.Error)
End Try