Revised code to retirve ALL selected rows

Code:
Dim dt As New DataTable

        For i As Integer = 0 To Me.DataGridView1.ColumnCount - 1
            dt.Columns.Add(Me.DataGridView1.Columns(i).HeaderText, Me.DataGridView1.Columns(i).ValueType)
        Next
        For r = Me.DataGridView1.SelectedRows.Count - 1 To 0 Step -1
            Dim dr As DataRow = dt.NewRow()
            For i As Integer = 0 To Me.DataGridView1.ColumnCount - 1
                dr.Item(i) = Me.DataGridView1.SelectedRows.Item(r).Cells(i).Value
            Next
            dt.Rows.Add(dr)
        Next
        Me.DataGridView2.DataSource = dt
Hope this helps, please let me know