Finalmente l'ho trovato direttamente da msdn:

codice:
' Visual Basic
Dim dvm As New DataViewManager()
dvm.DataSet = dsCustomersOrders1
dvm.DataViewSettings("Customers").Sort = "CompanyName"
dvm.DataViewSettings("Orders").Sort = "OrderDate"
Datagrid1.DataSource = dvm
Datagrid1.DataMember = "titles"