It is possible that the callback is not on the Message pump thread.  I would
suggest that you check and see by calling InvokeRequired.  If so, simply
define a delegate and method that implements this delegate to bind the
datagrid and invoke it from the web service async callback.

EX in C#  (Sorry -- never messed with VB):

   //Delegate definition
   public delegate void DelBindMyGrid(DataSet ds);

   //In async callback
   DataSet ds = ws.EndMethod(ir);
   this.Invoke(new DelBindMyGrid(BindGrid),new object[]{ds});

   //Delegate method to bind grid -- called thru invoke to run under msg
pump thread
   private void BindGrid(DataSet ds)
   {
       Datagrid1.datasource = MyObject.MyDataset;
   }

HTH,

Alex