Try this:

VB Code:
  1. Try
  2.         Dim ds As New Data.DataSet
  3.  
  4.         Dim da As New OleDb.OleDbDataAdapter("select * from library_tbl", cn)
  5.  
  6.         da.Fill(ds)
  7.         Me.DataGrid1.DataSource = ds
  8.  
  9.         With Me.DataGrid1.TableStyles
  10.             [B]Dim tableStyle1 As New DataGridTableStyle[/B]
  11.             With .Item("dgtsLibId")
  12.                 [B]tableStyle1[/b].MappingName = "library_tbl"
  13.             End With
  14.         End With
  15.  
  16.     Catch ex As Exception
  17.         MessageBox.Show(ex.ToString)
  18.     End Try

My changes are in bold. It worked on my machine.

One other thing to note: I believe MappingName is case sensitive.

Good luck!