Private Sub Form1_Load( ByVal sender As System.Object,  _
    ByVal e As System.EventArgs) Handles MyBase.Load
 
        Dim dgvCombo As New DataGridViewComboBoxColumn
        With dgvCombo
            .Width = 150
            .Items.Add("Florida")
            .Items.Add("Netherlands")
            .Items.Add("United Kingdom")
            .Items.Add("Germany")
            .Items.Add("Austria")
            .Items.Add("New York")
            .DataPropertyName = "State"
            .HeaderText = "State"
        End With
 
       DataGridView1.Columns.Add(dgvCombo)
 
    End Sub

VB@rchiv its the Best