I have a dataset in a Datagrid that is not working the way that is should. At one time it was fine but somehow I messed it up

When I first load the dataset this is what I get



Then (Once Clicked)



And finally (After Second Click)



It used to open up with the full grid loaded the first time. Here is the code I am using. Any ideas what went wrong and how to fix it?
VB Code:
  1. Private Sub RefillDataGrid()
  2.  
  3.         Dim cnn As New OleDb.OleDbConnection( _
  4.                "Provider=Microsoft.Jet.OLEDB.4.0;" & _
  5.                "Data Source=" & strDataBaseName)
  6.         Dim cmd As New OleDb.OleDbCommand
  7.         cnn.Open()
  8.         cmd.Connection = cnn
  9.  
  10.         Dim da As New OleDb.OleDbDataAdapter
  11.         Dim DsPayroll1 As New DataSet
  12.         Try
  13.             cmd = cnn.CreateCommand
  14.  
  15.             cmd.CommandText = "Select * From TimeGR"
  16.  
  17.             '***********************************************
  18.             '"Select * From TimeGR Where EmployeeNumber='" & _
  19.             '(txtEmp.Text) & "'"
  20.             '***********************************************
  21.  
  22.             da.SelectCommand = cmd
  23.             da.Fill(DsPayroll1, "TimeGR")
  24.             DataGrid1.DataSource = DsPayroll1
  25.         Catch ex As Exception
  26.             MsgBox("Error: " & ex.Source & ": " & ex.Message, _
  27.             MsgBoxStyle.OKCancel, "Populate Datagrid")
  28.         End Try
  29.         cnn.Close()

Thanks