What I do in these situations is create a Dataview from the default view of the datatable then set the datasource of the bindingsource to the DV then bind the dgv to the bindingsource. At which point you can iterate through all of the columns and find any string value within any string type column in the table

Code:
        Private Sub TB_VendorKeyUp(sender As Object, e As KeyEventArgs)
            Dim FilterString As String = Nothing

            Dim tb As TextBox = CType(sender, TextBox)
            If tb.Text.Length > 0 Then
                For Each col As DataColumn In DSET.Tables("VendorLookup").Columns
                    If col.DataType = GetType(System.String) Then
                        FilterString &= col.ColumnName & " LIKE '%" & tb.Text & "%' or "
                    End If
                Next

                FilterString = FilterString.Substring(0, FilterString.Length - 4)
                VendorLookupDV.RowFilter = FilterString
                FilterString = Nothing
            End If
        End Sub