try this:

vb Code:
  1. Public Class Form1
  2.  
  3.     Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
  4.         DataGridView1.RowHeadersVisible = False
  5.         DataGridView1.BackgroundColor = Color.White
  6.         DataGridView1.GridColor = Color.White
  7.     End Sub
  8.  
  9.     Private Sub DataGridView1_Paint(ByVal sender As Object, ByVal e As System.Windows.Forms.PaintEventArgs) Handles DataGridView1.Paint
  10.         Dim columnSum As Integer
  11.         For x As Integer = 0 To DataGridView1.Columns.Count - 1
  12.             columnSum += DataGridView1.Columns(x).Width
  13.             e.Graphics.DrawLine(New Pen(SystemColors.ControlLight), columnSum + 1, 0, columnSum + 1, DataGridView1.Height)
  14.         Next
  15.     End Sub
  16.  
  17. End Class