You can do the design first if you want. That's the way i usually do it.
Code:
Public Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
SetUpData()
End Sub
Public Sub SetUpData()
Dim cdCollection As DataTable
Dim ds As DataSet
Dim datarow As DataRow
Dim idColumn As DataColumn
Dim titleColumn As DataColumn
cdCollection = New DataTable("Cd Collection")
idcolumn = New DataColumn("id")
idColumn.AutoIncrement = True
idColumn.DataType = Type.GetType("System.Int32")
cdCollection.Columns.Add(idColumn)
titleColumn = new DataColumn("Cd Title")
titleColumn.DefaultValue = "<Title not available>"
titleColumn.DataType = Type.GetType("System.String")
cdCollection.Colums.Add(titleColumn)
datarow = cdCollection.NewRow
datarow("Cd Title") = "Andrew WK"
cdCollection.Rows.Add(datarow)
ds.Tables.Add(cdCollection)
DataGrid1.SetDataBinding(ds,cdCollection)
End Sub