Method 1:
bindingSource.DataSource = table
dataGridView.DataSource = bindingSource
bindingSource.Sort = "Column_Name"
Method 2:
Alternatively, you can just use a DataView:
Dim view as DataView = new DataView(table)
view.Sort = "Column_Name"
dataGridView.DataSource = view
Method 3:
or change the DataTable's DefaultView:
table.DefaultView.Sort = "Column_Name"
Column_Name is the name of one or more columns on which a sort is required. So a Column_Name can have following values like: "COUNTRY" or "COUNTRY, POPULATION" or "COUNTRY, POPULATION DESC".