DataRelation

A DataRelation represents a relationship between two DataTable objects in the same DataSet.
This relationship is established between one or more fields in the parent (master) table and an equal number of fields in the child (detail) table.

Dim objDataRelation As System.Data.DataRelation 
Dim objDataColumn1 As System.Data.DataColumn 
Dim objDataColumn2 As System.Data.DataColumn 

objDataColumn1 = objDataSet.Tables("Table Name").Columns("Column Name") 
objDataColumn2 = objDataSet.Tables("Table Name").Columns("Column Name") 

objDataRelation = New System.Data.DataRelation("Relationship Name", objDataColumn1, objDataColumn2) 
objDataSet.Relations.Add(objDataRelation)

Once you have defined the relationship (between two columns) you can add this relation to the DataSet.

Then create a DataViewManager object

Dim objDataViewManager As System.Data.DataViewManager 

objDataViewManager = objDataSet.DefaultViewManager

Check this line actually works

objDataGridView.DataSource = objDataViewManager

Properties

ChildColumns	An array of DataColumn objects representing the keys in the child table that participate in this relationship.
ChildKeyConstraint	The ForeignKeyConstraint object that ensures that values in the child table's foreign key column are equal to a value in the parent table's key field.
ChildTable	The child DataTable object.
DataSet	The DataSet object this relationship belongs to.
Nested	A boolean value that specifies whether child columns should be rendered as nested elements when the DataSet is saved as XML text.
ParentColumns	An array of DataColumn objects representing the keys in the parent table that participate in this relationship.
ParentKeyConstraint	The UniqueConstraint object that ensures that values in the parent column are unique.
ParentTable	The parent DataTable object.
RelationName	The name of this relationship.