The easiest way is:
Using con As New SqlConnection(strConnect)
con.Open()
Using da As New SqlDataAdapter("SELECT MyColumn1, MyColumn2 FROM myTable WHERE mySearchColumn = @SEARCH", con)
da.SelectCommand.Parameters.AddWithValue("@SEARCH", myTextBox.Text)
Dim dt As New DataTable()
da.Fill(dt)
myDataGridView.DataSource = dt
End Using
End Using