Dim strCn = "data source=localhost; database=pubs; user id=sa; password;"
Dim strQuery = "SELECT * FROM Authors"
Dim daAutor as new System.Data.SqlClient.DataAdapter(strCn,strQuery)
Dim dsAutor as new Syste.Data.DataSet()
'llenando el dataSet
daAutor.Fill(dsAutor, "Autor")
'ahora poniedolo en la grilla
miDataGrid.SetDataBinding(dsAutor, "Autor)