I found the code below to do datagridview searching :
Code:
    Private Function FindItems(ByVal strSearchString As String) As Boolean
        dgvDisbursements.SelectionMode = DataGridViewSelectionMode.FullRowSelect
        dgvDisbursements.ClearSelection()

        For Each myRow As DataGridViewRow In dgvDisbursements.Rows
            For Each myCell As DataGridViewCell In myRow.Cells
                If InStr(myCell.Value.ToString, strSearchString) Then
                    myRow.Selected = True
                    Return True
                End If
            Next
        Next
        Return False

    End Function
I need to add "Search Next" which does the searching and row selecting for all found strings in the datagridview.