io sinceramente farei così:

codice:
    Private Sub MESSINADataGridView_CellFormatting(ByVal sender As Object, ByVal e As System.Windows.Forms.DataGridViewCellFormattingEventArgs) Handles MESSINADataGridView.CellFormatting
        Dim drv As DataRowView
        If e.RowIndex = -1 Then Exit Sub
        If e.RowIndex <= InterventiDataSet1.Tables("messina").Rows.Count - 1 Then
            drv = InterventiDataSet1.Tables("ARRIVO").DefaultView.Item(e.RowIndex)
            With MESSINADataGridView.Rows(e.RowIndex).Cells(e.ColumnIndex)
                .Style.BackColor = Color.Pink
                If drv.Item("ARRIVO").ToString = "M" Then .Style.BackColor = Color.LightBlue
            End With
        End If
    End Sub