Visual Basic.NET - Ayuda por favor en datagridview

Hola a todos

Tengo este codigo

Private MiConexion As New OleDbConnection("Provider=Microsoft.Jet.OLEDB.4.0;Data Source=|DataDirectory|" & frmMenu.Label3.Text)

'Materiales
Private MiAdaptadorMat As New OleDbDataAdapter("SELECT * FROM precios WHERE COS_MATMDO = 'MAT' ORDER BY COS_DESCR", MiConexion)
Private MiDataSetMat As New DataSet()
Private MiEnlazadorMat As New BindingSource

y no se como enlazar con este que encontre en la web

Dim Datos As New DataView
Datos.Table = Me.DATASET.Tables("TABLA")
Dim Buscar As String = String.Empty
Buscar = "CAMPO LIKE '" & Me.TEXTBOX.Text & "%'"
Datos.RowFilter = Buscar
Me.DATAGRIDVIEW.DataSource = Datos
Me.DATAGRIDVIEW.Update()

Gracias de antemano por su atencion

Yo lo realizo de esta forma.

Dim Conexion As String = "Data Source=.SQLEXPRESS;Initial Catalog=Construccion;Integrated Security=True"
Dim MiConexion As New SqlConnection(Conexion)
Dim Rs As SqlDataReader
Dim Com As New SqlCommand

Dim miTabla As New DataTable

SQL = "Select Campo1,campo2,,,,,,, from ......."

Com = New SqlCommand(SQL, MiConexion)

Rs = Com.ExecuteReader()

miTabla.Load(Rs, LoadOption.OverwriteChanges)
DataGridview.DataSource = miTabla

miTabla = Nothing