Private Function CreateComboBoxColumn() _
    As DataGridViewComboBoxColumn
    Dim column As New DataGridViewComboBoxColumn()

    With column
        .DataPropertyName = ColumnName.TitleOfCourtesy.ToString()
        .HeaderText = ColumnName.TitleOfCourtesy.ToString()
        .DropDownWidth = 160
        .Width = 90
        .MaxDropDownItems = 3
        .FlatStyle = FlatStyle.Flat
    End With
    Return column
End Function

Private Sub SetAlternateChoicesUsingDataSource( _
    ByVal comboboxColumn As DataGridViewComboBoxColumn)
    With comboboxColumn
        .DataSource = RetrieveAlternativeTitles()
        .ValueMember = ColumnName.TitleOfCourtesy.ToString()
        .DisplayMember = .ValueMember
    End With
End Sub

Private Function RetrieveAlternativeTitles() As DataTable
    Return Populate( _
        "SELECT distinct TitleOfCourtesy FROM Employees")
End Function

Private connectionString As String = _
        "Integrated Security=SSPI;Persist Security Info=False;" _
        & "Initial Catalog=Northwind;Data Source=localhost"

Private Function Populate(ByVal sqlCommand As String) As DataTable
    Dim northwindConnection As New SqlConnection(connectionString)
    northwindConnection.Open()

    Dim command As New SqlCommand(sqlCommand, _
        northwindConnection)
    Dim adapter As New SqlDataAdapter()
    adapter.SelectCommand = command
    Dim table As New DataTable()
    table.Locale = System.Globalization.CultureInfo.InvariantCulture
    adapter.Fill(table)

    Return table
End Function

' Using an enum provides some abstraction between column index
' and column name along with compile time checking, and gives
' a handy place to store the column names.
Enum ColumnName
    EmployeeId
    LastName
    FirstName
    Title
    TitleOfCourtesy
    BirthDate
    HireDate
    Address
    City
    Region
    PostalCode
    Country
    HomePhone
    Extension
    Photo
    Notes
    ReportsTo
    PhotoPath
    OutOfOffice
End Enum