Example 1:

Public Class Form1 

    Dim mdtWeight As DataTable
    Dim mdtCases As DataTable 

    Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load

        mdtZwaarte = New DataTable("WeightTable")
        mdtZwaarte.Columns.Add("ID", GetType(Integer))
        mdtZwaarte.Columns.Add("WEIGHT", GetType(String))

        mdtZwaarte.Rows.Add(1, "Lite")
        mdtZwaarte.Rows.Add(2, "Middle")
        mdtZwaarte.Rows.Add(3, "Heavy")

        mdtZaken = New DataTable("CasesTable")
        mdtZaken.Columns.Add("NR", GetType(Integer))


        mdtZaken.Rows.Add(38)
        mdtZaken.Rows.Add(49)
        mdtZaken.Rows.Add(43)
        mdtZaken.Rows.Add(69)

        Dim txtColumn As DataGridViewTextBoxColumn
        Dim cbColumn As DataGridViewComboBoxColumn

        DataGridView1.AutoGenerateColumns = False

        txtColumn = New DataGridViewTextBoxColumn
        txtColumn.HeaderText = "Document number"
        txtColumn.Name = "DocumentNumber"
        txtColumn.ReadOnly = True

        cbColumn = New DataGridViewComboBoxColumn
        cbColumn.HeaderText = "Case Weight"
        cbColumn.Name = "CaseWeight"
        cbColumn.SortMode = DataGridViewColumnSortMode.Automatic

        'Add these Columns to DataGridView Column Collection
        DataGridView1.Columns.AddRange(New DataGridViewColumn() {txtColumn, cbColumn})

        DataGridView1.Columns("CaseWeight").DataPropertyName = "ID"
        DataGridView1.Columns("DocumentNumber").DataPropertyName = "NR"

        cbColumn.ValueMember = "ID"
        cbColumn.DisplayMember = "WEIGHT"


        cbColumn.DataSource = mdtWeight
        DataGridView1.DataSource = mdtCases

    End Sub

End Class

Example 2:
Public Class Form1

    Dim dsData As DataSet
    Dim dtSuppliers As DataTable
    Dim dtOrders As DataTable

    Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load

        Dim OrderNo As DataGridViewTextBoxColumn
        Dim SupplierName As DataGridViewComboBoxColumn

        InitTables()

        DataGridView1.AutoGenerateColumns = False


        'Column 1: OrderNo
        OrderNo = New DataGridViewTextBoxColumn
        OrderNo.HeaderText = "Order No"
        OrderNo.Name = "OrderNo"
        OrderNo.ReadOnly = True

        'Column 2: SupplierName
        SupplierName = New DataGridViewComboBoxColumn
        SupplierName.HeaderText = "Supplier Name"
        SupplierName.Name = "SupplierName"
        SupplierName.SortMode = DataGridViewColumnSortMode.Automatic

        'Add these Columns to DataGridView Column Collection
        DataGridView1.Columns.AddRange(New DataGridViewColumn() {OrderNo, SupplierName})

        DataGridView1.Columns("SupplierName").DataPropertyName = "SupplierID"
        DataGridView1.Columns("OrderNo").DataPropertyName = "OrderNo"

        SupplierName.ValueMember = "SupplierID"
        SupplierName.DisplayMember = "SupplierName"

        DataGridView1.DataSource = dsData.Tables("Orders") 'dtOrders
        SupplierName.DataSource = dsData.Tables("Suppliers") 'dtSuppliers

    End Sub

    Private Sub InitTables()

        dtSuppliers = New DataTable("Suppliers")
        dtOrders = New DataTable("Orders")

        'DataTable Suppliers: SupplierID | SupplierName
        dtSuppliers.Columns.Add("SupplierID", GetType(Integer))
        dtSuppliers.Columns.Add("SupplierName", GetType(String))

        'DataTable Suppliers: OrderNo | SupplierID
        'Use this SupplierID to get SupplierName from Suppliers Table
        'to Show in DataGridView
        dtOrders.Columns.Add("OrderNo", GetType(Integer))
        dtOrders.Columns.Add("SupplierID", GetType(Integer))

        'Add 5 Rows to Both Tables
        Dim row As DataRow
        For i As Integer = 1 To 5
            row = dtSuppliers.NewRow
            row("SupplierID") = i
            row("SupplierName") = "Supplier " & i
            dtSuppliers.Rows.Add(row)

            row = dtOrders.NewRow
            row("OrderNo") = i
            row("SupplierID") = i
            dtOrders.Rows.Add(row)
        Next

        dsData = New DataSet
        dsData.Merge(dtSuppliers)
        dsData.Merge(dtOrders)
    End Sub

End Class

Public Class Form1 

    Dim mdtWeight As DataTable
    Dim mdtCases As DataTable 

    Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load

        mdtWeight = New DataTable("WeightTable")
        mdtWeight.Columns.Add("ID", GetType(Integer))
        mdtWeight.Columns.Add("WEIGHT", GetType(String))

        mdtWeight.Rows.Add(1, "Lite")
        mdtWeight.Rows.Add(2, "Middle")
        mdtWeight.Rows.Add(3, "Heavy")

        mdtCases = New DataTable("CasesTable")
        mdtCases.Columns.Add("NR", GetType(Integer))
        mdtCases.Rows.Add(38)
        mdtCases.Rows.Add(49)
        mdtCases.Rows.Add(43)
        mdtCases.Rows.Add(69)

        Dim txtColumn As DataGridViewTextBoxColumn
        Dim cbColumn As DataGridViewComboBoxColumn

        DataGridView1.AutoGenerateColumns = False

        txtColumn = New DataGridViewTextBoxColumn
        txtColumn.HeaderText = "Document number"
        txtColumn.Name = "DocumentNumber"
        txtColumn.ReadOnly = True

        cbColumn = New DataGridViewComboBoxColumn
        cbColumn.HeaderText = "Case Weight"
        cbColumn.Name = "CaseWeight"
        cbColumn.SortMode = DataGridViewColumnSortMode.Automatic

        'Add these Columns to DataGridView Column Collection
        DataGridView1.Columns.AddRange(New DataGridViewColumn() {txtColumn, cbColumn})

        DataGridView1.Columns("CaseWeight").DataPropertyName = "ID"
        DataGridView1.Columns("DocumentNumber").DataPropertyName = "NR"

        cbColumn.ValueMember = "ID"
        cbColumn.DisplayMember = "WEIGHT"
        cbColumn.DataSource = mdtWeight
        DataGridView1.DataSource = mdtCases

    End Sub

End Class