Try to sort the records using DataView and then bind the datagrid.
Dim dataView As New DataView(yourDataTable)
dataView.Sort = "YourColumnName"
Dim newdataTable AS DataTable = dataView.ToTable()
UPDATE :
My apologies, I have misunderstood the question completely.
Check if following approach can help resolving your problem.
As you want the rows to be displayed in order of their insertion, we can add new column in the datatable to keep track of this.
1. Add a new column named "SlNo". You can determine the "SlNo" using
ROW_NUMBER() while retriving data from DB
2. While inserting a new row just update value of SlNo in all the rows with the value of GridView RowIndex.
3. Sort the datatable on "SlNo"
Please let me know if it doesn't work.
Thanks !