Hi try this
Private Sub Form1_Load(sender As Object, e As EventArgs) Handles MyBase.Load
Call LoadDataInComboBox()
Dim int As Int32 = Me.DataGridView1.Rows.Add()
Dim FirstRow As DataGridViewRow = Me.DataGridView1.Rows(int)
FirstRow.Cells(Column1.Index).Value = "Two"
End Sub
Sub LoadDataInComboBox()
Dim cboColumn As DataGridViewComboBoxColumn = Me.DataGridView1.Columns(Column1.Index)
cboColumn.Items.Add("One")
cboColumn.Items.Add("Two")
cboColumn.Items.Add("Three")
Dim values As String() = New String() {"One", "Two", "Three"}
cboColumn.DataSource = values
End Sub