Dim MyConnection As SqlClient.SqlConnection
Dim MyCommand As SqlClient.SqlDataAdapter
MyConnection = New SqlClient.SqlConnection("SERVER=SERVER;database=Di mension;Trusted_Connection=yes")
MyCommand = New SqlClient.SqlDataAdapter("select * from STRMVK", MyConnection)
Dim DS As DataSet = New DataSet
MyCommand.Fill(DS) '<------
DataGrid1.DataSource = DS
DataGrid1.DataBind()
y el codigo de tu datagrid, que obiamente tiene columnas autogeneradas...
<asp:DataGrid id="DataGrid1" runat="server"></asp:DataGrid>